The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge

Fuchang Gao

doi:10.1214/ECP.v8-1064

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Home > Journals > Electron. Commun. Probab. > Volume 8 > Article

2003 The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge

Fuchang Gao

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Fuchang Gao¹
¹University of Idaho

Electron. Commun. Probab. 8: 1-5 (2003). DOI: 10.1214/ECP.v8-1064

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Abstract

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.

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Fuchang Gao. "The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge." Electron. Commun. Probab. 8 1 - 5, 2003. https://doi.org/10.1214/ECP.v8-1064

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Accepted: 3 February 2003; Published: 2003

First available in Project Euclid: 18 May 2016

zbMATH: 1125.60303

MathSciNet: MR1961284

Digital Object Identifier: 10.1214/ECP.v8-1064

Subjects:

Primary: 60G15

Secondary: 52A07 , 52A22 , 52A39 , 60D05 , 60E15

Keywords: Brownian bridge , intrinsic volume , solid angle

Rights: Creative Commons Attribution 3.0 License

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Fuchang Gao "The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge," Electronic Communications in Probability, Electron. Commun. Probab. 8(none), 1-5, (2003)

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