Publications and Preprints

Estimation for Translation of a Process Driven by Fractional Brownian Motion
by
B. L. S. Prakasa Rao
We investigate the general problem of estimating the translation of a stochastic process governed by a stochastic differential equation driven by a fractional Brownian motion. The special case of the Ornstein-Uhlenbeck process is discussed in particular.

isid/ms/2004/11 [fulltext]

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