Level sets and drift estimation for reflected Brownian motion with drift
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Publication:4986361
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
stationary distributioncore areadrift estimationreflected Brownian motion with drifthome-range estimation
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
Estimation of surface area, Adaptive density estimation on bounded domains under mixing conditions, Nadaraya-Watson estimators for reflected stochastic processes
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