Fractional Brownian motion and asymptotic Bayesian estimation [Online resource]

author
Piiroinen, Petteri
statement of authorship
Lassi Päivärinta and Petteri Piiroinen
source
journal volume number month
arXiv:1606.07576v1 [math.PR]
year of publication
pages
p. 1-55 : ill
notes
Bibliogr.: 33 ref
TTÜ department
language
inglise
Päivärinta, L.J., Piiroinen, P. Fractional Brownian motion and asymptotic Bayesian estimation [Online resource] // arXiv.org (2016) arXiv:1606.07576v1 [math.PR], p. 1-55 : ill. https://arxiv.org/abs/1606.07576v1