Mean estimation of Brownian sheet

Author:

Arató N.M.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference9 articles.

1. Some boundary problems for generalized random fields;Rozanov;Probability Theory and Applic.,1990

2. Geography of the level sets of the Brownian sheet;Dalang;Probab. Theory Related Fields,1993

3. An introduction to stochastic partial differential equations;Walsh,1986

4. On Lévy-Baxter theorem for general two-parameter Gaussian processes;Xiong;Stud. Sci. Math. Hungar.,1991

5. Equivalence and perpendicularity of Gaussian processes;Feldman;Pacific J. Math.,1958

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1. Multi-scale invariant fields: estimation and prediction;Journal of Statistical Mechanics: Theory and Experiment;2020-07-14

2. Parameter estimation in linear regression driven by a Gaussian sheet;Acta Scientiarum Mathematicarum;2012-12

3. Parameter estimation of a shifted Wiener sheet;Statistics;2010-03

4. The reassembling of shattered Brownian sheet;State of the art in probability and statistics;2001

5. On Estimating the Mean Value of Levy's Brownian Motion;Theory of Probability & Its Applications;1999-01

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