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A Note on Parameter Estimation in Lamperti Transformed Fractional Ornstein-Uhlenbeck Processes
Karlstad University, Faculty of Technology and Science, Department of Physics and Electrical Engineering. (Matematisk modellering)
Karlstad University, Faculty of Technology and Science, Department of Mathematics.
2012 (English)In: IFAC Proceedings Volumes / [ed] Kinnaert, Michel, Elsevier, 2012, Vol. 45/16, p. 1067-1072Conference paper, Published paper (Refereed)
Place, publisher, year, edition, pages
Elsevier, 2012. Vol. 45/16, p. 1067-1072
Series
System Identification
National Category
Signal Processing Control Engineering Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kau:diva-14417DOI: 10.3182/20120711-3-BE-2027.00202OAI: oai:DiVA.org:kau-14417DiVA, id: diva2:542400
Conference
16th IFAC Symp. on System Identification, Brussels Meeting Centre, Brussels, Belgium, July 11-13, 2012
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Available from: 2012-07-31 Created: 2012-07-31 Last updated: 2018-07-16Bibliographically approved

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Mossberg, MagnusMossberg, Eva

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