Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/3036| Title: | Parametric estimation for linear stochastic differential equations driven by fractional brownian motion |
| Authors: | Rao, B L S P |
| Keywords: | Linear stochastic differential equation Fractional unlenbeck process Fractional Brownian motion Maximum likelihood estimation Bayes estimation Consistency Asymptotic normality Bernstein -von Mises theorem |
| Issue Date: | 2003 |
| Citation: | Random operators and stochastic equation,V11,P229-242 |
| URI: | http://hdl.handle.net/10263/3036 |
| 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.