Browsing by Subject Ornstein uhlenbeck process
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2006 | Infinite dimensional stochastic differential equations of ornstein–uhlenbeck type | Athreya, Siva R; Bass, Richard F; Gordina, Maria; Perkins, Edwin A |
Apr-2006 | Linear filtering with Ornstein-Ulhenbeck process as noise | Bhatt, Abhay G |
2003 | On filtering with omstein uhlenbeck process as noise | Bhatt, Abhay G; Karandikar, Rajeeva L |
2011 | On the distribution of burr with applications | Dasgupta, Ratan |
Jul-2001 | Rates of convergence of approximate maximum likelihood estimators in the ornstein-uhlenbeck process | Bishwal, J P N; Bose, A |
2000 | Sharp berry esseen bound for the maximum likelihood estimator in the ornstein uhlen beck process | Bishwal, J P N |