On Behrens–Fisher problem for continuous time Gaussian processes
نویسندگان
چکیده
منابع مشابه
Week 3 Continuous time Gaussian processes
This week we take the limit ∆t → 0. The limit is a process Xt that is defined for all t in some range, such as t ∈ [0, T ]. The process takes place in continuous time. This week, Xt is a continuous function of t. The process has continuous sample paths. It is natural to suppose that the limit of a Markov process is a continuous time Markov process. The limits we obtain this week will be either ...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2004
ISSN: 0024-3795
DOI: 10.1016/j.laa.2004.02.034