Level sets and drift estimation for reflected Brownian motion with drift

zbMath1464.62538arXiv1611.09588MaRDI QIDQ4986361

Ernesto Mordecki, Alejandro Cholaquidis, Cecilia Papalardo, Ricardo Fraiman

Publication date: 27 April 2021

Full work available at URL: https://arxiv.org/abs/1611.09588

zbMATH Keywords

stationary distributioncore areadrift estimationreflected Brownian motion with drifthome-range estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Brownian motion (60J65) Population dynamics (general) (92D25) Topological data analysis (62R40)

Related Items (4)

Estimation of surface area ⋮ Adaptive density estimation on bounded domains under mixing conditions ⋮ Nadaraya-Watson estimators for reflected stochastic processes ⋮ Home-range estimation under a restricted sample scheme

Uses Software

• alphahull

Cites Work

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