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Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 1, Pages 163–171 (Mi tvp4611)  

This article is cited in 5 scientific papers (total in 5 papers)

Short Communications

Optimal estimation of a signal, observed in a fractional Gaussian noise

A. V. Artemovab, E. V. Burnaevcd

a Lomonosov Moscow State University
b Yandex Data Factory
c Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow
d Moscow Institute of Physics and Technology, Dolgoprudny, Moscow region

Funding Agency Grant Number
Russian Science Foundation 14-50-00150


DOI: https://doi.org/10.4213/tvp4611

Full text: PDF file (194 kB)
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English version:
Theory of Probability and its Applications, 2016, 60:1, 126–134

Bibliographic databases:

Received: 12.02.2015

Citation: A. V. Artemov, E. V. Burnaev, “Optimal estimation of a signal, observed in a fractional Gaussian noise”, Teor. Veroyatnost. i Primenen., 60:1 (2015), 163–171; Theory Probab. Appl., 60:1 (2016), 126–134

Citation in format AMSBIB
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\paper Optimal estimation of a signal, observed in a fractional Gaussian noise
\jour Teor. Veroyatnost. i Primenen.
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\transl
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\vol 60
\issue 1
\pages 126--134
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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Artemov A., Burnaev E., “Detecting Performance Degradation of Software-Intensive Systems in the Presence of Trends and Long-Range Dependence”, 2016 IEEE 16Th International Conference on Data Mining Workshops (Icdmw), International Conference on Data Mining Workshops, eds. Domeniconi C., Gullo F., Bonchi F., DomingoFerrer J., BaezaYates R., Zhou ZH., Wu X., IEEE, 2016, 29–36  crossref  isi
    2. B. L. S. Prakasa Rao, “Optimal estimation of a signal perturbed by a sub-fractional Brownian motion”, Stoch. Anal. Appl., 35:3 (2017), 533–541  crossref  mathscinet  zmath  isi  scopus
    3. B.L.S. Prakasa Rao, “Optimal estimation of a signal perturbed by a mixed fractional Brownian motion”, Theory Stoch. Process., 22(38):2 (2017), 62–68  mathnet
    4. Theory Probab. Appl., 63:3 (2019), 408–425  mathnet  crossref  crossref  isi  elib
    5. B. Prakasa Rao, “Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion”, Theory Stoch. Process., 23(39):1 (2018), 82–92  mathnet
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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