1. Linear filtering with fractional Brownian motion in the signal and observation processes. (1999) Authors: Kleptsyna, M. L.; Kloeden, P. E.; Anh, V. V. Journal: Journal of applied mathematics and stochastic analysis Issue: Volume 12:Number 1(1999) Page Start: 85 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. (2001) Authors: Leonenko, N. N.; Anh, V. V. Journal: Journal of applied mathematics and stochastic analysis Issue: Volume 14:Number 1(2001) Page Start: 27 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗