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On moduli of continuity for a two-parameter Ornstein-Uhlenbeck process

✍ Scribed by Lin Zhengyan

Publisher
Akadmiai Kiad
Year
1995
Tongue
English
Weight
501 KB
Volume
66
Category
Article
ISSN
1588-2632

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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