Publication:
Maximum likelihood estimator for the drift of a Brownian flow

Simple item page
dc.contributor.departmentDepartment of Mathematics
dc.contributor.facultymemberYes
dc.contributor.kuauthorÇağlar, Mine
dc.contributor.schoolcollegeinstituteCollege of Sciences
dc.date.accessioned2024-11-09T23:37:34Z
dc.date.issued2000
dc.description.abstractThe maximum likelihood estimator for the drift of a Brownian flow on R-d, d greater than or equal to 2, is found with the assumption that the covariance is known. By approximation of the drift with known functions, the statistical model is reduced to a parametric one that is a curved exponential family. The data is the n-point motion of the Brownian flow throughout the time interval [0, T]. The asymptotic properties of the MLE are also investigated.
dc.description.fulltextNo
dc.description.harvestedfromManual
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.openaccessNO
dc.description.peerreviewstatusN/A
dc.description.publisherscopeInternational
dc.description.readpublishN/A
dc.description.sponsoredbyTubitakEuN/A
dc.description.versionN/A
dc.identifier.embargoN/A
dc.identifier.issn1524-1904
dc.identifier.quartileQ3
dc.identifier.scopus2-s2.0-0342954829
dc.identifier.urihttps://hdl.handle.net/20.500.14288/12852
dc.identifier.wos87309300003
dc.keywordsBrownian flows
dc.keywordsMaximum likelihood estimation
dc.keywordsFunctions approximation
dc.keywordsOceanography
dc.language.isoeng
dc.publisherWiley
dc.relation.affiliationKoç University
dc.relation.collectionKoç University Institutional Repository
dc.relation.ispartofApplied Stochastic Models in Business and Industry
dc.relation.openaccessN/A
dc.rightsN/A
dc.subjectOperations research and management science
dc.subjectMathematics, interdisciplinary applications
dc.subjectStatistics and probability
dc.titleMaximum likelihood estimator for the drift of a Brownian flow
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorÇağlar, Mine
relation.isOrgUnitOfPublication2159b841-6c2d-4f54-b1d4-b6ba86edfdbe
relation.isOrgUnitOfPublication.latestForDiscovery2159b841-6c2d-4f54-b1d4-b6ba86edfdbe
relation.isParentOrgUnitOfPublicationaf0395b0-7219-4165-a909-7016fa30932d
relation.isParentOrgUnitOfPublication.latestForDiscoveryaf0395b0-7219-4165-a909-7016fa30932d

Files

Collections

Publications without Fulltext