Bayesian sequential least-squares estimation for the drift of a Wiener process

被引：0

作者：

Ekström, Erik ^{[1
]}

Karatzas, Ioannis ^{[2
,3
]}

Vaicenavicius, Juozas ^{[4
]}

机构：

[1] Department of Mathematics, Uppsala University, Uppsala,75106, Sweden

[2] Department of Mathematics, Columbia University, 2990 Broadway, New York,NY,10027, United States

[3] Intech Investment Management, One Palmer Square, Suite 441, Princeton,NJ,08542, United States

[4] Sensmetry UAB, J. Jasinskio 16A, 03163 Vilnius, Lithuania

来源：

Stochastic Processes and their Applications | 2022年 / 145卷

关键词：

All Open Access; Bronze; Green;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：335 / 352

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