Parametric estimation for linear stochastic differential equations driven by fractional brownian motion

Rao, B L S P

dc.contributor.author	Rao, B L S P
dc.date.accessioned	2012-01-23T18:18:03Z
dc.date.available	2012-01-23T18:18:03Z
dc.date.issued	2003
dc.identifier.citation	Random operators and stochastic equation,V11,P229-242	en_US
dc.identifier.uri	http://hdl.handle.net/10263/3036
dc.language.iso	en	en_US
dc.subject	Linear stochastic differential equation	en_US
dc.subject	Fractional unlenbeck process	en_US
dc.subject	Fractional Brownian motion	en_US
dc.subject	Maximum likelihood estimation	en_US
dc.subject	Bayes estimation	en_US
dc.subject	Consistency	en_US
dc.subject	Asymptotic normality	en_US
dc.subject	Bernstein -von Mises theorem	en_US
dc.title	Parametric estimation for linear stochastic differential equations driven by fractional brownian motion	en_US
dc.type	Article	en_US