Set Estimation from Reflected Brownian Motion

DOI10.1111/RSSB.12149zbMATH Open1414.62108arXiv1411.0433OpenAlexW2255421478WikidataQ60540689 ScholiaQ60540689MaRDI QIDQ5378381FDOQ5378381

Gábor Lugosi, Ricardo Fraiman, B. Pateiro-López, Alejandro Cholaquidis

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Abstract: We study the problem of estimating a compact set $Ssubsetmathbb{R}^d$ from a trajectory of a reflected Brownian motion in $S$ with reflections on the boundary of $S$. We establish consistency and rates of convergence for various estimators of $S$ and its boundary. This problem has relevant applications in ecology in estimating the home range of an animal based on tracking data. There are a variety of studies on the habitat of animals that employ the notion of home range. This paper offers theoretical foundations for a new methodology that, under fairly unrestrictive shape assumptions, allows one to find flexible regions close to reality. The theoretical findings are illustrated on simulated and real data examples.

Full work available at URL: https://arxiv.org/abs/1411.0433

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zbMATH Keywords

set estimationreflected Brownian motionhome range estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Brownian motion (60J65)

Cited In (12)

• Level sets and drift estimation for reflected Brownian motion with drift
• A new selection criterion for statistical home range estimation
• Coupled stochastic systems of Skorokhod type: Well‐posedness of a mathematical model and its applications
• Universally consistent estimation of the reach
• Set-valued Brownian motion
• Home-range estimation under a restricted sample scheme
• Estimation of surface area
• Reflecting Brownian motion in generalized parabolic domains: explosion and superdiffusivity
• Title not available (Why is that?)
• Estimating the home range
• Size and shape of tracked Brownian bridges
• Minimax Estimation of the Volume of a Set Under the Rolling Ball Condition

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