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On estimating the mean value of Lévy’s Brownian motion. (English. Russian original) Zbl 0928.62084

Theory Probab. Appl. 43, No. 1, 123-126 (1998); translation from Teor. Veroyatn. Primen. 43, No. 1, 148-151 (1998).
Summary: The Gaussian field under consideration is a constant plus Lévy’s Brownian motion. The maximum likelihood estimate of the mean is constructed explicitly in the case of observations of the field outside some ball.

MSC:

62M40 Random fields; image analysis
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