Title of article
Mean estimation of Brownian sheet
Author/Authors
N. M. Arato، نويسنده ,
Issue Information
هفته نامه با شماره پیاپی سال 1997
Pages
13
From page
13
To page
25
Abstract
We observe in a domain G R+20 a standard Brownian sheet disturbed by an unknown constant (mean). We determine explicitly, the maximum-likelihood estimator of the mean by the help of the method of stochastic partial differential equations.
Keywords
Brownian sheet , maximum-likelihood , Gaussian random fields , Mean estimation , Stochastic partial differential equations
Journal title
Computers and Mathematics with Applications
Serial Year
1997
Journal title
Computers and Mathematics with Applications
Record number
918023
Link To Document