Multi-scale properties of random walk models of animal movement: lessons from statistical inference
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Publication:5345952
DOI10.1098/rspa.2011.0665zbMath1364.60051OpenAlexW2102954838WikidataQ56988950 ScholiaQ56988950MaRDI QIDQ5345952
Reiichiro Kawai, Sergei V. Petrovskii
Publication date: 7 June 2017
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2011.0665
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Signal detection and filtering (aspects of stochastic processes) (60G35) Animal behavior (92D50)
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Cites Work
- Efficient parameter estimation for self-similar processes
- Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
- The influence of turning angles on the success of non-oriented animal searches
- Scale-free animal movement patterns: Lévy walks outperform fractional Brownian motions and fractional Lévy motions in random search scenarios