Geodesic
On estimating the mean value of L\'evy'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. 
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     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},
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     number = {1},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_1_a9/}
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N. M. Arató. On estimating the mean value of L\'evy'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/