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Estimation of the mean of Ornstein-Uhlenbeck processes and sheets - MaRDI portal

Estimation of the mean of Ornstein-Uhlenbeck processes and sheets (Q2765702)

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scientific article; zbMATH DE number 1694970
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English
Estimation of the mean of Ornstein-Uhlenbeck processes and sheets
scientific article; zbMATH DE number 1694970

    Statements

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    30 June 2002
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    Radon-Nikodym derivative
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    Wiener process
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    Ornstein-Uhlenbeck sheet
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    maximum likelihood estimator
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    Ornstein-Uhlenbeck process
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    Wiener sheet
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    Estimation of the mean of Ornstein-Uhlenbeck processes and sheets (English)
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    Identifiers