scientific article

zbMath0987.62057MaRDI QIDQ2765702

Gyula Pap, Sándor Baran, Martien C. A. Van Zuijlen

Publication date: 30 June 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processOrnstein-Uhlenbeck processmaximum likelihood estimatorRadon-Nikodym derivativeOrnstein-Uhlenbeck sheetWiener sheet

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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