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

DOI10.1137/1113035zbMATH Open0181.44804OpenAlexW2007136880MaRDI QIDQ5572005FDOQ5572005

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

This page was built for publication: Evaluation of the Confidence Limits for the “Decay” Parameter of a Complex Stationary Gaussian Markov Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5572005)