Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3036Full metadata record
| DC Field | Value | Language |
|---|---|---|
| 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 |
| Appears in Collections: | Mathematics and Statistics | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| parametric estimation.pdf | 177.62 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.