Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (Q3077492)

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Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process
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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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