Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
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Publication:809524
DOI10.1016/0047-259X(91)90062-7zbMath0733.62091MaRDI QIDQ809524
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
consistencyasymptotic normalityGaussian processLangevin equationOrnstein-Uhlenbeck processmaximum likelihood estimatorleast squares estimatorregression modelslog-likelihood functionstochastic process modeling of computer experiments
Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)
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