Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion
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DOI：
10.1515/rose.2008.003
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发表时间：
2008
期刊：
影响因子：
--
通讯作者：
B. Rao
中科院分区：
文献类型：
--
作者：
B. Rao
摘要考虑一类分数布朗运动驱动的线性时滞随机微分方程。研究了参数θ =（a，B）的极大似然估计的渐近性质.
Abstract Consider a linear stochastic differential equation With time delay driven by a fractional Brownian motion . We investigate the asymptotic properties of the maximum likelihood estimator of the parameter θ = (a, b).