Parameter estimation of a shifted Wiener sheet

DOI10.1080/02331881003603593MaRDI QIDQ3106389zbMATH OpenOpenAlexFDO

Authors Gyula Pap, Sándor Baran, Martien C. A. van Zuijlen

Publication date 21 December 2011

Published in Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2437/99915

zbMATH Keywords

\(L^2\)-processes along a curve\(L^2\)-Riemann integralsRadon-Nikodym derivativeWiener sheet

Mathematics Subject Classification ID

Random fields (60G60) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Estimation of the mean of a Wiener sheet
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• Parameter estimation in linear regression driven by a Wiener sheet
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Cites work

• A bidimensional approach to mortality risk
• Estimation of the mean of a Wiener sheet
• Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
• Gaussian measures in Banach spaces
• Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
• Some Boundary Value Problems for Generalized Random Fields
• The interface of the Ising model and the Brownian sheet

Cited in

(3)

• Estimation of the mean of a Wiener sheet
• Estimation of the mean of Ornstein-Uhlenbeck processes and sheets
• Parameter estimation in linear regression driven by a Wiener sheet

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