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Latest revision as of 10:05, 24 June 2024

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Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
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    Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (English)
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    1991
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    Langevin equation
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    Ornstein-Uhlenbeck process
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    consistency
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    asymptotic normality
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    least squares estimator
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    Gaussian process
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    stochastic process modeling of computer experiments
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    log-likelihood function
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    maximum likelihood estimator
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    regression models
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