JKMS

pISSN 0304-9914 eISSN 2234-3008
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Mishra MN, Rao BLSP.  Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion.  J. Korean Math. Soc. 2018;55:1063-1073.  https://doi.org/10.4134/JKMS.j170463
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