Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (Q3077492)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process |
scientific article |
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Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (English)
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22 February 2011
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correlated observations
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Fisher information matrix
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maximum likelihood estimation
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Gaussian processes
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Kriging
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