Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
Author:
Affiliation:
1. CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad, India
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2017.1338577
Reference27 articles.
1. Mixed Gaussian processes: A filtering approach
2. Mixed Fractional Brownian Motion
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