Estimation of the mean of a Wiener sheet

DOI10.1023/B:SISP.0000049115.52344.c7zbMath1075.62074OpenAlexW1979122978MaRDI QIDQ1771232

Martien C. A. Van Zuijlen, Gyula Pap, Sándor Baran

Publication date: 7 April 2005

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:sisp.0000049115.52344.c7

zbMATH Keywords

maximum likelihood estimatorWiener sheetRadon-Nikodym derivativesstochastic integral along a curveweighted integral of the normal derivative of a random process along a curve

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

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