Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (Q1416416): Difference between revisions

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Revision as of 11:53, 11 February 2024

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Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
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    Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (English)
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    14 December 2003
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    Wiener sheet
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    Ornstein-Uhlenbeck sheet
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    Maximum likelihood estimation
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    Radon-Nikodym derivative
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