Estimation of the Mean of a Wiener Sheet


    loading  Checking for direct PDF access through Ovid

Abstract

A shifted Wiener sheet is observed above a decreasing curve Γ. By the help of a direct discrete approach and under weaker assumptions than in the paper of Arató [Comput. Math. Appl.33 (1997), 13–25], an explicit formula is derived for the maximum likelihood estimator of the shift parameter. This estimator is a weighted linear combination of the values at the endpoints of the curve Γ and weighted integrals of the observed process and its normal derivative along the curve Γ.

    loading  Loading Related Articles