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Stochastic Analysis and Applications Volume 23, 2005 - Issue 6
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Original Articles

Estimation for Translation of a Process Driven by Fractional Brownian Motion

B. L. S. Prakasa Rao Department of Mathematics and Statistics, University of Hyderabad, Hyderabad, IndiaCorrespondence[email protected]
Pages 1199-1212 | Received 25 Apr 2005, Accepted 03 Jun 2005, Published online: 15 Feb 2007

Citations (4)

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Read on this site (1)

B. L. S. Prakasa Rao. (2017) Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Stochastic Analysis and Applications 35:3, pages 533-541.
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Articles from other publishers (3)

B. Bercu, L. Coutin & N. Savy. (2011) Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process. Theory of Probability & Its Applications 55:4, pages 575-610.
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B. L. S. Prakasa Rao. 2010. Statistical Inference for Fractional Diffusion Processes. Statistical Inference for Fractional Diffusion Processes 239 249 .
Bernard Bercu, Bernard Bercu, Laure Coutin, Laure Coutin, Nicolas Savy & Nicolas Savy. (2010) Sharp large deviations for the fractional Ornstein - Uhlenbeck processSharp large deviations for the fractional Ornstein - Uhlenbeck process. Теория вероятностей и ее применения Teoriya Veroyatnostei i ee Primeneniya 55:4, pages 732-771.
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