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2003 The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Fuchang Gao
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Electron. Commun. Probab. 8: 1-5 (2003). DOI: 10.1214/ECP.v8-1064

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

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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

Information

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

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