Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process
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Publication:3077492
DOI10.1002/asmb.749zbMath1224.62036OpenAlexW4256014445MaRDI QIDQ3077492
Alessandro Baldi Antognini, Maroussa Zagoraiou
Publication date: 22 February 2011
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.749
maximum likelihood estimationGaussian processescorrelated observationsFisher information matrixKriging
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