scientific article

zbMath0464.62083MaRDI QIDQ3915864

Marek Musiela, Roman Zmyślony

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variance componentsminimal sufficient statisticGaussian Markov processesregression coefficients

Mathematics Subject Classification ID

Gaussian processes (60G15) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05) Sufficient statistics and fields (62B05)