Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes (Q5078388)
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scientific article; zbMATH DE number 7530859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7530859 |
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Sequential estimation for nonhomogeneous Ornstein-Uhlenbeck processes (English)
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23 May 2022
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mean square sense
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nonhomogeneous diffusion process
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sequential maximum likelihood estimation
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