Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (Q1416416)
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scientific article; zbMATH DE number 2017208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets |
scientific article; zbMATH DE number 2017208 |
Statements
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets (English)
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14 December 2003
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Wiener sheet
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Ornstein-Uhlenbeck sheet
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Maximum likelihood estimation
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Radon-Nikodym derivative
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