Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion
Mahendra Nath Mishra, Bhagavatula Lakshmi Surya Prakasa Rao
Published in Journal of the Korean Mathematical Society (01.01.2018)
Published in Journal of the Korean Mathematical Society (01.01.2018)
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