Estimation of the mean of a Wiener sheet (Q1771232)
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scientific article; zbMATH DE number 2153952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean of a Wiener sheet |
scientific article; zbMATH DE number 2153952 |
Statements
Estimation of the mean of a Wiener sheet (English)
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7 April 2005
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maximum likelihood estimator
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Radon-Nikodym derivatives
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stochastic integral along a curve
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weighted integral of the normal derivative of a random process along a curve
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Wiener sheet
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