Planning of experiments for a nonautonomous ornstein-uhlenbeck process

Data publikacji: 13 lis 2012

Zakres stron: 101 - 113

DOI: https://doi.org/10.2478/v10127-012-0011-2

Słowa kluczowe

exact design, product covariance structure, It¯o stochastic differential equation, estimation, asymptotic information matrix, efficiency.

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