Estimation of the Mean of a Wiener Sheet
| Year of publication: |
2004
|
|---|---|
| Authors: | Baran, Sándor ; Pap, Gyula ; Zuijlen, Martien Van |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 7.2004, 3, p. 279-304
|
| Publisher: |
Springer |
| Subject: | maximum likelihood estimator | Radon-Nikodym derivatives | stochastic integral along a curve | weighted integral of the normal derivative of a random process along a curve | Wiener sheet |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616042