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Least squares estimator for the parameter of the fractional Ornstein–Uhlenbeck sheet

✍ Scribed by De la Cerda, Jorge Clarke; Tudor, Ciprian A.

Book ID
119299258
Publisher
Elsevier
Year
2012
Tongue
English
Weight
253 KB
Volume
41
Category
Article
ISSN
1226-3192

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Optimal designs for parameter estimation
Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process
✍ 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