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 Electronic Communications in Probability > Vol. 8 (2003) > Paper 1 open journal systems 


The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge

Fuchang Gao, University of Idaho


Abstract
A closed formula for the mean of a maximum likelihood estimator associated with the Brownian bridge is obtained; the exact relation with that of the Brownian motion is established.


Full text: PDF

Pages: 1-5

Published on: February 3, 2003
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Electronic Communications in Probability. ISSN: 1083-589X