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Inference for Convolutionally Observed Diffusion Processes
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion processes and some kernel functions with respect to time parameter....
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597089/ https://www.ncbi.nlm.nih.gov/pubmed/33286801 http://dx.doi.org/10.3390/e22091031 |