Estimation of the mean of Ornstein-Uhlenbeck processes and sheets (Q2765702)
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scientific article; zbMATH DE number 1694970
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of the mean of Ornstein-Uhlenbeck processes and sheets |
scientific article; zbMATH DE number 1694970 |
Statements
30 June 2002
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Radon-Nikodym derivative
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Wiener process
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Ornstein-Uhlenbeck sheet
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maximum likelihood estimator
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Ornstein-Uhlenbeck process
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Wiener sheet
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Estimation of the mean of Ornstein-Uhlenbeck processes and sheets (English)
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0.9179170727729796
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0.8413071036338806
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0.8245260715484619
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0.8239626288414001
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0.8200286030769348
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