Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:25, 7 February 2024
scientific article; zbMATH DE number 6993404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process |
scientific article; zbMATH DE number 6993404 |
Statements
Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (English)
0 references
13 December 2018
0 references
Bayesian estimator
0 references
computational intensive parameter estimation
0 references
Ornstein-Uhlenbeck process
0 references
filtering problem
0 references
particle method
0 references
