Displaying similar documents to “On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.”

On the estimation of the drift coefficient in diffusion processes with random stopping times.

Ramón Gutiérrez Jáimez, Aurora Hermoso Carazo, Manuel Molina Fernández (1986)

Trabajos de Estadística

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This paper considers stochastic differential equations with solutions which are multidimensional diffusion processes with drift coefficient depending on a parametric vector θ. By considering a trajectory observed up to a stopping time, the maximum likelihood estimator for θ has been obtained and its consistency and asymptotic normality have been proved.

Estimation for misspecified ergodic diffusion processes from discrete observations

Masayuki Uchida, Nakahiro Yoshida (2012)

ESAIM: Probability and Statistics

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The joint estimation of both drift and diffusion coefficient parameters is treated under the situation where the data are discretely observed from an ergodic diffusion process and where the statistical model may or may not include the true diffusion process. We consider the minimum contrast estimator, which is equivalent to the maximum likelihood type estimator, obtained from the contrast function based on a locally Gaussian approximation of the transition density. The asymptotic...

Probability and quanta: why back to Nelson?

Piotr Garbaczewski (1998)

Banach Center Publications

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We establish circumstances under which the dispersion of passive contaminants in a forced flow can be consistently interpreted as a Markovian diffusion process.

Estimation for misspecified ergodic diffusion processes from discrete observations

Masayuki Uchida, Nakahiro Yoshida (2011)

ESAIM: Probability and Statistics

Similarity:

The joint estimation of both drift and diffusion coefficient parameters is treated under the situation where the data are discretely observed from an ergodic diffusion process and where the statistical model may or may not include the true diffusion process. We consider the minimum contrast estimator, which is equivalent to the maximum likelihood type estimator, obtained from the contrast function based on a locally Gaussian approximation of the transition density. The asymptotic normality...

Lévy Processes, Saltatory Foraging, and Superdiffusion

J. F. Burrow, P. D. Baxter, J. W. Pitchford (2008)

Mathematical Modelling of Natural Phenomena

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It is well established that resource variability generated by spatial patchiness and turbulence is an important influence on the growth and recruitment of planktonic fish larvae. Empirical data show fractal-like prey distributions, and simulations indicate that scale-invariant foraging strategies may be optimal. Here we show how larval growth and recruitment in a turbulent environment can be formulated as a hitting time problem for a jump-diffusion process. We present two theoretical...