Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4149(93)90024-x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2093894472 / rank | |||
Normal rank |
Latest revision as of 10:08, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random sampling in estimation problems for continuous Gaussian processes with independent increments |
scientific article |
Statements
Random sampling in estimation problems for continuous Gaussian processes with independent increments (English)
0 references
16 May 1993
0 references
continuous Gaussian process
0 references
drift
0 references
asymptotic normality
0 references
diffusion coefficient
0 references
independent increments
0 references
random sampling procedures
0 references
normalized Fisher information
0 references
minimal asymptotic estimation variance
0 references