Parameter estimation of a shifted Wiener sheet

DOI10.1080/02331881003603593zbMath1284.62145OpenAlexW2071607906MaRDI QIDQ3106389

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

Publication date: 21 December 2011

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2437/99915

zbMATH Keywords

Radon-Nikodym derivativeWiener sheet\(L^2\)-processes along a curve\(L^2\)-Riemann integrals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

• A bidimensional approach to mortality risk
• Gaussian measures in Banach spaces
• The interface of the Ising model and the Brownian sheet
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
• Estimation of the mean of a Wiener sheet
• Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
• Some Boundary Value Problems for Generalized Random Fields

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