Rao, B L S P2012-01-232012-01-232003Random operators and stochastic equation,V11,P229-242http://hdl.handle.net/10263/3036enLinear stochastic differential equationFractional unlenbeck processFractional Brownian motionMaximum likelihood estimationBayes estimationConsistencyAsymptotic normalityBernstein -von Mises theoremParametric estimation for linear stochastic differential equations driven by fractional brownian motionArticle