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

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Random sampling in estimation problems for continuous Gaussian processes with independent increments
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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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