The mean of a maximum likelihood estimator associated with the Brownian bridge

DOI10.1214/ECP.v8-1064zbMath1125.60303OpenAlexW2168605551MaRDI QIDQ1860600

Fuchang Gao

Publication date: 25 February 2003

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/128134

zbMATH Keywords

Brownian bridgeintrinsic volumesolid angle

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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Conic intrinsic volumes of Weyl chambers ⋮ Angle sums of Schläfli orthoschemes ⋮ 𝕃^p solutions of reflected backward stochastic differential equations with jumps ⋮ On the Gaussian representation of intrinsic volumes ⋮ The Wills functional for Poisson processes ⋮ Intrinsic volumes of Sobolev balls with applications to Brownian convex hulls ⋮ Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments

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