A sequential estimation procedure for m-dimensional gaussian processes with independent inerements (Q4322952)
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scientific article; zbMATH DE number 722003
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| English | A sequential estimation procedure for m-dimensional gaussian processes with independent inerements |
scientific article; zbMATH DE number 722003 |
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A sequential estimation procedure for m-dimensional gaussian processes with independent inerements (English)
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6 April 1995
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Gaussian processes with independent increments
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discrete stopping time
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exponential class of processes with independent increments
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Jeffreys divergence
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maximum likelihood estimate
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unbiased sequential procedure
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0.8195870518684387
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