Non-Linear prediction problems for Ornstein-Uhlenbeck process (Q3036398)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Linear prediction problems for Ornstein-Uhlenbeck process |
scientific article |
Statements
Non-Linear prediction problems for Ornstein-Uhlenbeck process (English)
0 references
1983
0 references
Ornstein-Uhlenbeck process
0 references
non-linear predictor
0 references
law of the iterated logarithm
0 references
stopping time
0 references