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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 1, Pages 148–151
DOI: https://doi.org/10.4213/tvp884 (Mi tvp884) 		 
Short Communications

On estimating the mean value of Lévy's Brownian motion

N. M. Arató

Department of Probability Theory and Statistics, Eötvös Loránd University, Budapest, Hungary
Full-text PDF (216 kB)
DOI: https://doi.org/10.4213/tvp884
Abstract: The Gaussian field under consideration is a constant plus Levy's Brownian motion. The maximum likelihood estimate of the mean is constructed explicitly in the case of observation of the field outside some ball.
Keywords: maximum likelihood estimate, Gaussian random fields, generalized normal derivative.
Received: 30.05.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 1, Pages 123–125
DOI: https://doi.org/10.1137/S0040585X97976714
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. M. Arató, “On estimating the mean value of Lévy's Brownian motion”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 148–151; Theory Probab. Appl., 43:1 (1999), 123–125
Citation in format AMSBIB
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\paper On estimating the mean value of L\'evy's Brownian motion
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\pages 148--151
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 1
\pages 123--125
\crossref{https://doi.org/10.1137/S0040585X97976714}
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  • https://doi.org/10.4213/tvp884
  • https://www.mathnet.ru/eng/tvp/v43/i1/p148
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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