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Tatra Mountains Mathematical Publications
Volume 51 (2012): Issue 1 (April 2012)
Open Access
Planning of experiments for a nonautonomous ornstein-uhlenbeck process
Vladimír Lacko
Vladimír Lacko
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Lacko, Vladimír
Nov 13, 2012
Tatra Mountains Mathematical Publications
Volume 51 (2012): Issue 1 (April 2012)
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Published Online:
Nov 13, 2012
Page range:
101 - 113
DOI:
https://doi.org/10.2478/v10127-012-0011-2
Keywords
exact design
,
product covariance structure
,
It¯o stochastic differential equation
,
estimation
,
asymptotic information matrix
,
efficiency.
This content is open access.
