Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/2745| Title: | Identification for linear stochastic systems driven by fractional brownian motion |
| Authors: | Rao, B L S P |
| Keywords: | Linear stochastic systems Stochastic differential equations Fractional ornstein-uhlenbeck process Fractional Brownian motion Identification Nonparametric estimation Consistency Asymptotic normality Metdod of sieves |
| Issue Date: | 2004 |
| Citation: | Stochastic analysis and applications,V22,P1487-1509 |
| URI: | http://hdl.handle.net/10263/2745 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Binder1.pdf | 1.69 MB | Adobe PDF | View/Open |
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