Consistent Estimation of Randomly Sampled Ornstein-Uhlenbeck Process Long-Run Mean for Long-Term Target State Prediction

Leonardo M. Millefiori, Paolo Braca, Peter Willett. Consistent Estimation of Randomly Sampled Ornstein-Uhlenbeck Process Long-Run Mean for Long-Term Target State Prediction. IEEE Signal Process. Lett., 23(11):1562-1566, 2016. [doi]

Authors

Leonardo M. Millefiori

This author has not been identified. Look up 'Leonardo M. Millefiori' in Google

Paolo Braca

This author has not been identified. Look up 'Paolo Braca' in Google

Peter Willett

This author has not been identified. Look up 'Peter Willett' in Google