Planning of experiments for a nonautonomous Ornstein-Uhlenbeck process

DOI10.2478/V10127-012-0011-2zbMATH Open1313.62113OpenAlexW1556019745MaRDI QIDQ2913227FDOQ2913227

Authors: Vladimír Lacko 

Publication date: 26 September 2012

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

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

Recommendations

• On estimation in the planar ornstein-unlenbeck process
• scientific article; zbMATH DE number 4080676
• Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
• Ornstein-Uhlenbeck process with non-Gaussian structure
• scientific article; zbMATH DE number 4153629
• On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 5548074
• Methods for modeling the Ornstein-Uhlenbeck process

zbMATH Keywords

nonautonomous Ornstein-Uhlenbeck processoptimal test design

Mathematics Subject Classification ID

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

Cited In (5)

• D-optimal designs for complex Ornstein-Uhlenbeck processes
• Optimal design for parameter estimation of the Ornstein-Uhlenbeck process
• Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Planning of experiments for a nonautonomous Ornstein-Uhlenbeck process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2913227)