Parameter estimation of a shifted Wiener sheet

摘要

An explicit form is given for the maximum likelihood estimator of a shift parameter m of a shifted Wiener sheet W(s. t) + mg(s. t), (.s. t) ∈R_+~2^ based on observations {W(s. t) + mg(s. t) : (.s.t) ∈ G}, where g : R_+~2→R is a known constraint function and G has a special shape.