Rao, B L S P2012-01-022012-01-022004Stochastic analysis and applications,V22,P1487-1509http://hdl.handle.net/10263/2745enLinear stochastic systemsStochastic differential equationsFractional ornstein-uhlenbeck processFractional Brownian motionIdentificationNonparametric estimationConsistencyAsymptotic normalityMetdod of sievesIdentification for linear stochastic systems driven by fractional brownian motionArticle