On the multi-step MLE-process for ergodic diffusion

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Diffusion coefficients for multi-step persistent random walks on lattices

We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which enables us to obtain explicit expressions for the diffusion coefficients of walks with two-step memory on different classes of one-, twoand higher-dimensional ...

متن کامل

Diffusion Process for Multi - Repairmen Machining System with Spares Aand Balking

In this paper we describe G/G/R+s multi- repairmen machining system with balking. The system consists of M operating machines, S spare machines, R permanent and s additional repairmen. Assuming the discrete flow of machines by continuous one, the diffusion approximation technique for the machine repair system has developed. The system will be in normal working mode if there is M operating machi...

متن کامل

Fast Finite Element Method Using Multi-Step Mesh Process

This paper introduces a new method for accelerating current sluggish FEM and improving memory demand in FEM problems with high node resolution or bulky structures. Like most of the numerical methods, FEM results to a matrix equation which normally has huge dimension. Breaking the main matrix equation into several smaller size matrices, the solving procedure can be accelerated. For implementing ...

متن کامل

On the Goodness-of-Fit Testing for Ergodic Diffusion Processes

We consider the goodness of fit testing problem for ergodic diffusion processes. The basic hypothesis is supposed to be simple. The diffusion coefficient is known and the alternatives are described by the different trend coefficients. We study the asymptotic distribution of the Cramer-von Mises type tests based on the empirical distribution function and local time estimator of the invariant den...

متن کامل

On Goodness-of-fit Testing for Ergodic Diffusion Process with Shift Parameter∗

A problem of goodness-of-fit test for ergodic diffusion processes is presented. In the null hypothesis the drift of the diffusion is supposed to be in a parametric form with unknown shift parameter. Two Cramer-Von Mises type test statistics are studied. The first one is based on local time estimator of the invariant density, the second one is based on the empirical distribution function. The un...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 2017

ISSN: 0304-4149

DOI: 10.1016/j.spa.2016.10.007