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Displaying similar documents to “On estimating the diffusion coefficient”

On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.

Manuel Molina Fernández, Aurora Hermoso Carazo (1990)

Extracta Mathematicae

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In this work a family of stochastic differential equations whose solutions are multidimensional diffusion-type (non necessarily markovian) processes is considered, and the estimation of a parametric vector θ which relates the coefficients is studied. The conditions for the existence of the likelihood function are proved and the estimator is obtained by continuously observing the process. An application for Diffusion Branching Processes is given. This problem has been studied in some...

The renormalization transformation for two-type branching models

D. A. Dawson, A. Greven, F. den Hollander, Rongfeng Sun, J. M. Swart (2008)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

This paper studies countable systems of linearly and hierarchically interacting diffusions taking values in the positive quadrant. These systems arise in population dynamics for two types of individuals migrating between and interacting within colonies. Their large-scale space–time behavior can be studied by means of a renormalization program. This program, which has been carried out successfully in a number of other cases (mostly one-dimensional), is based on the construction and the...