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http://hdl.handle.net/10263/2745Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Rao, B L S P | - |
| dc.date.accessioned | 2012-01-02T16:49:08Z | - |
| dc.date.available | 2012-01-02T16:49:08Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.citation | Stochastic analysis and applications,V22,P1487-1509 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/2745 | - |
| dc.language.iso | en | en_US |
| dc.subject | Linear stochastic systems | en_US |
| dc.subject | Stochastic differential equations | en_US |
| dc.subject | Fractional ornstein-uhlenbeck process | en_US |
| dc.subject | Fractional Brownian motion | en_US |
| dc.subject | Identification | en_US |
| dc.subject | Nonparametric estimation | en_US |
| dc.subject | Consistency | en_US |
| dc.subject | Asymptotic normality | en_US |
| dc.subject | Metdod of sieves | en_US |
| dc.title | Identification for linear stochastic systems driven by fractional brownian motion | en_US |
| dc.type | Article | en_US |
| 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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