On estimation in the planar ornstein-unlenbeck process

DOI10.1080/15326349708807435zbMath0891.62059OpenAlexW2006809123MaRDI QIDQ4354600

Jaroslav Mohapl

Publication date: 17 September 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807435

zbMATH Keywords

Ornstein-Uhlenbeck processmaximum likelihoodleast squaresstochastic partial differential equationGaussian random fieldoptimal estimating functionlattice samplingdoubly geometric series

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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