On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case (Q5255342)

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scientific article; zbMATH DE number 6445816
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On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case
scientific article; zbMATH DE number 6445816

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    On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case (English)
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    15 June 2015
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    two-dimensional Gaussian process
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    linear diffusion
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    nonstationary case
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    parameter estimation
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    asymptotic properties
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