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Parameter inference from hitting times for perturbed Brownian motion
A latent internal process describes the state of some system, e.g. the social tension in a political conflict, the strength of an industrial component or the health status of a person. When this process reaches a predefined threshold, the process terminates and an observable event occurs, e.g. the p...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2014
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4464758/ https://www.ncbi.nlm.nih.gov/pubmed/25185656 http://dx.doi.org/10.1007/s10985-014-9307-7 |