General approach to filtering with fractional brownian noises — application to linear systems

By Marina L. Kleptsyna, Alain Le Breton, M. Roubaud. 2000

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/42c21cb02f9b5a11ace06861986ce332dd119fb5