Maik Görgens

most citedBias-correction of the maximum likelihood estimator for the

α

-Brownian bridge

6 citations · 9 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2014★ 3 cited

Gaussian processes, bridges and membranes extracted from selfsimilar random fields

Maik Görgens, Ingemar Kaj

We consider the class of selfsimilar Gaussian generalized random fields introduced by Dobrushin in 1979. These fields are indexed by Schwartz functions on $R^{d}$ and parame…

math.PR2014

Optimal stopping of an $α$ -Brownian bridge

Maik Görgens

We study the problem of stopping an $α$ -Brownian bridge as close as possible to its global maximum. This extends earlier results found for the Brownian bridge (the case $α = 1$ ). The…

math.ST2014★ 6 cited

Bias-correction of the maximum likelihood estimator for the $α$ -Brownian bridge

Maik Görgens, Måns Thulin

The $α$ -Brownian bridge, or scaled Brownian bridge, is a generalization of the Brownian bridge with a scaling parameter that determines how strong the force that pulls the process…

Gaussian processes, bridges and membranes extracted from selfsimilar random fields

Optimal stopping of an α-Brownian bridge

Bias-correction of the maximum likelihood estimator for the α-Brownian bridge

Optimal stopping of an $α$ -Brownian bridge

Bias-correction of the maximum likelihood estimator for the $α$ -Brownian bridge