Genon-Catalot, V., Laredo, C., Picard, D. (1992). Nonparametric estimation of the diffusion coefficient by wavelets methods. Scandinavian Journal of Statistics 19 317-335. Home/Search Document Not in Database Summary Related Articles Check |
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The Use Of Potential Functions In Modelling Animal Movement - Brillinger, Preisler.. (2001) (Correct)
....the region having taken some starting point (a; b) in the region, i.e. standardized the estimate by H(a; b) 0. Depending on the character of the region complex paths may be needed. This is the case for the region of this paper. References to inferential methods for diffusion processes include: [1, 2, 5, 8, 13, 15, 24]. 5. RESULTS The results of the model fitting and assessment are provided in Figures 4 7. 12 Following expression (2.5) and under assumptions leading to its existence, the potential function may be estimated up to an additive constant by Gammalog (r) 5:1) with ( the density estimate, usin ....
Genon-Catalot, V., Laredo, C., Picard, D. (1992). Nonparametric estimation of the diffusion coefficient by wavelets methods. Scandinavian Journal of Statistics 19 317-335.
Wavelets-Based Non-Parametric Regression: Optimal Rate in the .. - Oudshoorn March (1994) (1 citation) (Correct)
....Our goal in this article is to obtain optimal rates by using wavelet estimators. Recently wavelet estimators were studied in the context of density estimation (cf. Picard and Kerkyacharian [11] and in estimation the diffusion coefficient of a diffusion process (cf. GenonCatalot, Laredo and Picard [5]) In Donoho and Johnstone [3] a non linear wavelet estimator was used for estimating functions with jumps. Regression has some specific problems, the treatment of the neighbourhoods of the endpoints being one of them. For example in Muller (see [10] this problem has been solved by taking special ....
Genon-Catalot, V., Laredo, C. and Picard, D. (1992). Non-parametric Estimation of the Diffusion Coefficient by Wavelets Methods. Scand. J. Stat, 19, 317-335.
Elephant Seal Movements: Modelling Migration - Brillinger, Stewart (2 citations) (Correct)
....(7) These equations reduce to (3,4) when d = 0. For basic material on diffusion processes see Karlin and Taylor (1981) Bhattacharya and Waymire (1990) or Oksendal (1995) Papers and books on inferential aspects of diffusion processes include: Basawa and Rao (1980) Burgiere (1993) Dohnal (1987) Genon Catalot et al. (1992), Heyde (1994) 3. DIFFUSION ON A SPHERE The description of a particle moving randomly on the surface of a sphere has been considered by a number of authors, beginning with Perrin (1928) The infinitesimal generator and transition density for spherical Brownian were given in Yosida (1949) ....
Genon-Catalot, V., Laredo, C. and Picard, D. (1992). Non-parametric estimation of the diffusion coefficient by wavelets methods. Scandinavian Journal of Statistics 19, 317-335.
Drift Estimation For Nonparametric Diffusion Model.. - V. Spokoiny (Correct)
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Genon-Catalot, V., Laredo, C. and Picard, D. (1992). Nonparametric estimation of the diffusion coefficient by wavelet methods, Scand. J. Statist. 19, 317-335.
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