  We discuss the distribution of various estimators for extracting the
diffusion constant of single Brownian trajectories obtained by fitting the
squared displacement of the trajectory. The analysis of the problem can be
framed in terms of quadratic functionals of Brownian motion that correspond to
the Euclidean path integral for simple Harmonic oscillators with time dependent
frequencies. Explicit analytical results are given for the distribution of the
diffusion constant estimator in a number of cases and our results are confirmed
by numerical simulations.
