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Computers and Mathematics with Applications

Volumn 45, Issue 4-5, 2003, Pages 563-579

Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets

(3) Baran, S a Pap, G a Van Zuijlen, M C A b

a UNIVERSITY OF DEBRECEN (Hungary)

b RADBOUD UNIVERSITY NIJMEGEN (Netherlands)

Author keywords

Maximum likelihood estimation; Ornstein Uhlenbeck sheet; Radon Nikodym derivative; Wiener sheet

Indexed keywords

INTEGRAL EQUATIONS; INTEGRATION; MAXIMUM LIKELIHOOD ESTIMATION; NORMAL DISTRIBUTION; PARTIAL DIFFERENTIAL EQUATIONS; RANDOM PROCESSES; THEOREM PROVING;

MEAN STATIONARY; ORNSTEIN-UHLENBECK SHEET; RADON-NIKODYM DERIVATIVE; WIENER SHEET;

PARAMETER ESTIMATION;

EID: 0037299438 PISSN: 08981221 EISSN: None Source Type: Journal
DOI: 10.1016/S0898-1221(03)00017-8 Document Type: Article

Times cited : (13)

References (9)

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2
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3
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5
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- Mean estimation of Brownian and Ornstein-Uhlenbeck sheets
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