Random sampling in estimation problems for continuous Gaussian processes with independent increments (Q1208940)
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scientific article; zbMATH DE number 167134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random sampling in estimation problems for continuous Gaussian processes with independent increments |
scientific article; zbMATH DE number 167134 |
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Random sampling in estimation problems for continuous Gaussian processes with independent increments (English)
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16 May 1993
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continuous Gaussian process
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drift
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asymptotic normality
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diffusion coefficient
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independent increments
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random sampling procedures
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normalized Fisher information
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minimal asymptotic estimation variance
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0.89606833
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0.8933352
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0.89155996
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0.88517094
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