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A connection between the Boltzmann equation and the Ornstein-Uhlenbeck process

✍ Scribed by A. Brunnschweiler

Publisher
Springer
Year
1981
Tongue
English
Weight
679 KB
Volume
76
Category
Article
ISSN
0003-9527

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πŸ“œ SIMILAR VOLUMES

Optimal designs for parameter estimation
Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process
✍ Maroussa Zagoraiou; Alessandro Baldi Antognini πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 152 KB πŸ‘ 2 views

## Abstract This paper deals with optimal designs for Gaussian random fields with constant trend and exponential correlation structure, widely known as the Ornstein–Uhlenbeck process. Assuming the maximum likelihood approach, we study the optimal design problem for the estimation of the trend Β΅ and