Publication | Open Access
The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
32
Citations
5
References
2003
Year
Brownian BridgeEngineeringClosed FormulaStochastic CalculusStatistical InferenceBrownian MotionEstimation TheoryStatistics
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.
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