Bayesian sequential least-squares estimation for the drift of a Wiener process
| Autor: | Ekström, Erik, Karatzas, Ioannis, Vaicenavicius, Juozas |
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| Zdroj: | In Stochastic Processes and their Applications March 2022 145:335-352 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect