𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets

✍ Scribed by Baran, Sándor; Sikolya, Kinga; Stehlík, Milan


Book ID
123329261
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
647 KB
Volume
83
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


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