Planning of experiments for a nonautonomous Ornstein-Uhlenbeck process

DOI10.2478/V10127-012-0011-2MaRDI QIDQ2913227zbMATH OpenOpenAlexFDO

Authors Vladimír Lacko

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/v10127-012-0011-2

zbMATH Keywords

nonautonomous Ornstein-Uhlenbeck processoptimal test design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Diffusion processes (60J60)

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