Electronic Communications in Probability

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

Fuchang Gao

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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.

Article information

Source
Electron. Commun. Probab., Volume 8 (2003), paper no. 1, 1-5.

Dates
Accepted: 3 February 2003
First available in Project Euclid: 18 May 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1463608885

Digital Object Identifier
doi:10.1214/ECP.v8-1064

Mathematical Reviews number (MathSciNet)
MR1961284

Zentralblatt MATH identifier
1125.60303

Subjects
Primary: 60G15: Gaussian processes
Secondary: 52A07: Convex sets in topological vector spaces [See also 46A55] 52A22: Random convex sets and integral geometry [See also 53C65, 60D05] 52A39: Mixed volumes and related topics 60D05: Geometric probability and stochastic geometry [See also 52A22, 53C65] 60E15: Inequalities; stochastic orderings

Keywords
Brownian bridge intrinsic volume solid angle

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Gao, Fuchang. The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge. Electron. Commun. Probab. 8 (2003), paper no. 1, 1--5. doi:10.1214/ECP.v8-1064. https://projecteuclid.org/euclid.ecp/1463608885


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References

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