## 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
✦ LIBER ✦
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein–Uhlenbeck process
✍ Scribed by Hoi Ying Wong; Jing Zhao
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 448 KB
- Volume
- 236
- Category
- Article
- ISSN
- 0377-0427
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