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Non-Linear prediction problems for Ornstein-Uhlenbeck process - MaRDI portal

Non-Linear prediction problems for Ornstein-Uhlenbeck process (Q3036398)

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Non-Linear prediction problems for Ornstein-Uhlenbeck process
scientific article

    Statements

    title
    Non-Linear prediction problems for Ornstein-Uhlenbeck process (English)
    0 references
    author
    Sheu-San Lee
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    publication date
    1983
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    non-linear predictor
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    law of the iterated logarithm
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    stopping time
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    Identifiers

    zbMATH DE Number
    3830988
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