Institute of Information Theory and Automation

Estimating drift parameter in infinite dimensional fractional Ornstein-Uhlenbeck process

Lecturer: Pavel Kříž
Institute: VŠCHT v Praze
Date and time: 13.03.2017 - 15:30
Room: 203
Department: Stochastic Informatics (SI)

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Abstract - Postscript, PDF
Institute of Information Theory and Automation