THE MEAN OF A MAXIMUM LIKELIHOOD ESTIMATOR ASSOCIATED WITH THE BROWNIAN BRIDGE

被引：0
|
作者：
Gao, Fuchang [1 ]
机构：
[1] Univ Idaho, Dept Math, Moscow, ID 83844 USA
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2003年 / 8卷
关键词：
Brownian bridge; intrinsic volume; solid angle;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is established.
引用
收藏
页码：1 / 5
页数：5
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