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• W1511180958 abstract "<!-- *** Custom HTML *** --> Self-similar stochastic processes are used for stochastic modeling whenever it is expected that long range dependence may be present in the phenomenon under consideration. After discussing some basic concepts of self-similar processes and fractional Brownian motion, we review some recent work on parametric and nonparametric inference for estimation of parameters for linear systems of stochastic differential equations driven by a fractional Brownian motion." @default.
• W1511180958 created "2016-06-24" @default.
• W1511180958 creator A5067752641 @default.
• W1511180958 date "2004-01-01" @default.
• W1511180958 modified "2023-09-24" @default.
• W1511180958 title "Self-similar processes, fractional Brownian motion and statistical inference" @default.
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• W1511180958 doi "https://doi.org/10.1214/lnms/1196285383" @default.
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