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.
Citation
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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