Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940): Difference between revisions
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Latest revision as of 10:08, 30 July 2024
scientific article
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English | Random sampling in estimation problems for continuous Gaussian processes with independent increments |
scientific article |
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Random sampling in estimation problems for continuous Gaussian processes with independent increments (English)
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16 May 1993
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continuous Gaussian process
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drift
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asymptotic normality
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diffusion coefficient
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independent increments
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random sampling procedures
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normalized Fisher information
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minimal asymptotic estimation variance
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