A note on a Wiener process with measurement error
type: Item
instance of: scholarly article
title: A note on a Wiener process with measurement error
zbMATH Open document ID: 1246.60058
author: Chien-Yu Peng
author: Shih-Chi Hsu
published in: Applied Mathematics Letters
publication date: 2012-06-26T00:00:00Z
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6049903
zbMATH Keywords: asymptotic theory
zbMATH Keywords: Brownian motion
zbMATH Keywords: degradation model
zbMATH Keywords: Gaussian noise
zbMATH Keywords: measurement error
MaRDI profile type: Publication
full work available at URL: j.aml.2011.10.010
OpenAlex ID: W2020419099
cites work: A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
cites work: Q3580581
cites work: Estimating degradation by a Wiener diffusion process subject to measurement error
cites work: Q5649287
cites work: Q4658076
DOI: 10.1016/J.AML.2011.10.010
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description: scientific article; zbMATH DE number 6049903