Abstract
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.
Acknowledgements
The authors are indebted to the unknown referee for the useful remarks and comments.
Research has been supported by the Hungarian Scientific Research Fund under Grant No. OTKA-T079128/2009.