Optimal estimation of a signal perturbed by a sub-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/10.1080/07362994.2016.1273786
Reference27 articles.
1. Optimal Estimation of a Signal Perturbed by a Fractional Brownian Noise
2. Sub-fractional Brownian motion and its relation to occupation times
3. Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion
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