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Derivation of the Ornstein-Uhlenbeck process from the fluctuation quanta model

✍ Scribed by Tadashi Toyoda


Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
239 KB
Volume
74
Category
Article
ISSN
0375-9601

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Optimal designs for parameter estimation
✍ Maroussa Zagoraiou; Alessandro Baldi Antognini 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB 👁 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 µ and