Exploració per autor "Le Breton, Alain"

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    • Asymptotically optimal filtering in linear systems with fractional Brownian noises 

      Le Breton, Alain; Kleptsyna, Marina L.; Viot, Michel (Institut d'Estadística de Catalunya, 2004)
      Article
      Accés obert
      In this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense ...