Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (Q4561944)
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scientific article; zbMATH DE number 6993404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process |
scientific article; zbMATH DE number 6993404 |
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Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process (English)
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13 December 2018
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Bayesian estimator
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computational intensive parameter estimation
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Ornstein-Uhlenbeck process
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filtering problem
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particle method
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