Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181)
From MaRDI portal
scientific article; zbMATH DE number 7079746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for Gaussian process with nonlinear drift |
scientific article; zbMATH DE number 7079746 |
Statements
Maximum likelihood estimation for Gaussian process with nonlinear drift (English)
0 references
12 July 2019
0 references
Gaussian process
0 references
discrete observations
0 references
continuous observations
0 references
maximum likelihood estimator
0 references
strong consistency
0 references
0 references
0 references
0 references
