Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181)
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scientific article; zbMATH DE number 7079746
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| default for all languages | No label defined |
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| English | Maximum likelihood estimation for Gaussian process with nonlinear drift |
scientific article; zbMATH DE number 7079746 |
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Maximum likelihood estimation for Gaussian process with nonlinear drift (English)
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12 July 2019
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Gaussian process
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discrete observations
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continuous observations
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maximum likelihood estimator
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strong consistency
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0.8444722890853882
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0.7965449690818787
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0.7933441400527954
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0.7907044887542725
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0.7873364090919495
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