Evaluation of the Confidence Limits for the “Decay” Parameter of a Complex Stationary Gaussian Markov Process

DOI10.1137/1113035MaRDI QIDQ5572005zbMATH OpenOpenAlexFDO

Authors

Publication date 1968

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1113035

zbMATH Keywords

probability theory

Cited in

(3)

• D-optimal designs for complex Ornstein-Uhlenbeck processes
• Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
• On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes

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