On one approach to estimation of parameters of a two-dimensional process of linear diffusion in nonstationary case (Q5255342)
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scientific article; zbMATH DE number 6445816
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| English | On one approach to estimation of parameters of a two-dimensional process of linear diffusion in nonstationary case |
scientific article; zbMATH DE number 6445816 |
Statements
On One Approach to Estimation of Parameters of a Two-Dimensional Process of Linear Diffusion in Nonstationary Case (English)
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15 June 2015
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two-dimensional Gaussian process
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linear diffusion
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nonstationary case
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parameter estimation
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asymptotic properties
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0.7949216961860657
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0.7919838428497314
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0.7905954122543335
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0.785592257976532
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0.7850293517112732
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