Estimation of the Mean of a Wiener Sheet

Sándor Baran (), Gyula Pap () and Martien Van Zuijlen ()

Statistical Inference for Stochastic Processes, 2004, vol. 7, issue 3, 279-304

Keywords: maximum likelihood estimator; Radon-Nikodym derivatives; stochastic integral along a curve; weighted integral of the normal derivative of a random process along a curve; Wiener sheet (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:SISP.0000049115.52344.c7

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