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

页码：1 / 5

页数：5

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