Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:25, 31 January 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
