Planning of experiments for a nonautonomous ornstein-uhlenbeck process

DOI10.2478/V10127-012-0011-2zbMath1313.62113OpenAlexW1556019745MaRDI QIDQ2913227

Vladimír Lacko

Publication date: 26 September 2012

Published in: Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10127-012-0011-2

zbMATH Keywords

nonautonomous Ornstein-Uhlenbeck processoptimal test design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Diffusion processes (60J60)

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Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes

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