Estimation for translation of a process driven by fractional Brownian motion

Stochastic Analysis and Applications

Volumn 23, Issue 6, 2005, Pages 1199-1212

  Prakasa Rao, B L S ^a  

^a UNIVERSITY OF HYDERABAD   (India)

Author keywords

Estimation for translation; Fractional Brownian motion; Fractional Ornstein Uhlenbeck type process; Maximum likelihood estimation; Stochastic differential equation

Indexed keywords

EID: 27844437082     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362990500278725     Document Type: Article

References (14)

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