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Planning of experiments for a nonautonomous ornstein-uhlenbeck process Cover

Planning of experiments for a nonautonomous ornstein-uhlenbeck process

Tatra Mountains Mathematical Publications
Volume 51 (2012): Issue 1 (April 2012)
By: Vladimír Lacko  
Open Access
|Nov 2012

Authors

DOI: https://doi.org/10.2478/v10127-012-0011-2 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
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Language: English
Page range: 101 - 113
Published on: Nov 13, 2012
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
exact design,
product covariance structure,
It¯o stochastic differential equation,
estimation,
asymptotic information matrix,
efficiency.
Related subjects:
Mathematics,
General mathematics

© 2012 Vladimír Lacko, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons License.

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