On estimating the mean value of Lévy's Brownian motion
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 148-151
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The Gaussian field under consideration is a constant plus Levy's Brownian motion. The maximum likelihood estimate of the mean is constructed explicitly in the case of observation of the field outside some ball.
Keywords:
maximum likelihood estimate, Gaussian random fields, generalized normal derivative.
@article{TVP_1998_43_1_a9,
author = {N. M. Arat\'o},
title = {On estimating the mean value of {L\'evy's} {Brownian} motion},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {148--151},
year = {1998},
volume = {43},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a9/}
}
N. M. Arató. On estimating the mean value of Lévy's Brownian motion. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 1, pp. 148-151. http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a9/