Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4725| Title: | Sequential estimation for fractional ornstein : uhlenbeck type process |
| Authors: | Rao, B L S P |
| Keywords: | Fractional ornstein uhlenbeck Fractional Brownian motion Sequential maximum likelihood estimation |
| Issue Date: | 2004 |
| Citation: | Sequential Analysis, v 23, no. 1, p 33-44 |
| URI: | http://hdl.handle.net/10263/4725 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 69-SEFF-SA-V23-1-P33-44.pdf | 2.65 MB | Adobe PDF | View/Open |
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