Title of article :
Mean estimation of Brownian sheet
Author/Authors :
N. M. Arato، نويسنده ,
Issue Information :
هفته نامه با شماره پیاپی سال 1997
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
Journal title :
Computers and Mathematics with Applications
