Advanced search
Publication Cover
Stochastic Analysis and Applications Volume 22, 2004 - Issue 6
Submit an article Journal homepage
67
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

B. L. S. Prakasa Rao Math Unit, Indian Statistical Institute, New Delhi, Singapore, India; Math Unit, Indian Statistical Institute, 7, S.J. S. Sansawal Marg, New Delhi, Singapore, 110 016, IndiaCorrespondence[email protected]
Pages 1487-1509 | Published online: 15 Feb 2007

Citations (5)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

M.N. Mishra & B. L. S. Prakasa Rao. (2011) Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes. Stochastic Analysis and Applications 29:4, pages 706-712.
Read now

Articles from other publishers (4)

B. L. S. Prakasa Rao. 2010. Statistical Inference for Fractional Diffusion Processes. Statistical Inference for Fractional Diffusion Processes 239 249 .
Jennifer Shu-Jen Lin. 2010. Computational Collective Intelligence. Technologies and Applications. Computational Collective Intelligence. Technologies and Applications 252 259 .
Bohdan Maslowski & Jan Pospíšil. (2007) Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process. Applied Mathematics and Optimization 57:3, pages 401-429.
Crossref
B. L. S. Prakasa Rao. (2008) Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion. Random Operators and Stochastic Equations 16:1.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.