搜索结果: 16-30 共查到“统计学 Noise”相关记录39条 . 查询时间(0.051 秒)
Parameter estimations for SPDEs with multiplicative fractional noise
Asymptotic normality parameter estimation stochastic PDE multiplicative noise singular models
2010/3/11
We study parameter estimation problem for diagonalizable parabolic stochastic partial
differential equations driven by a multiplicative fractional noise with any Hurst parameter H 2
(0, 1). Two clas...
Lower bounds for volatility estimation in microstructure noise models
Brownian motion Variance estimation Kullback-Leibler divergence Minimaxrate Microstructure noise
2010/3/10
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous
volatility if the diffusion type part cannot be observed directly but under
some additional Gaussian noise. ...
Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise
High-frequency data integrated volatility spot volatilityestimation Le Cam deficiency equivalence of experiments
2010/3/9
The basic model for high-frequency data in finance is considered,
where an efficient price process is observed under microstructure noise.
It is shown that this nonparametric model is in Le Cam’s se...
Coherence-Based Performance Guarantees for Estimating a Sparse Vector Under Random Noise
Coherence-Based Performance Guarantees Sparse Vector Random Noise
2010/3/19
We consider the problem of estimating a deterministic
sparse vector x0 from underdetermined measurements
Ax0 + w, where w represents white Gaussian noise and A is
a given deterministic dictionary. ...
Driving noise of a finite state Markov process
Driving noise a finite state Markov process
2009/9/23
Driving noise of a finite state Markov process。
Operator valued stochastic control in Fock space with applications to orbit tracking and noise filtering
Operator valued stochastic control Fock space applications to orbit tracking
2009/9/22
The control process that minimizes the quadratic performance
functional associated with a quantum system whose evolution
is described by a Hudson-Parthasarathy type stochastic differential
equation...
Stochastic evolutions driven by non-linear white noise
Stochastic evolutions non-linear white noise
2009/9/21
We prove the existence and uniqueness theorem for
stochastic differential equation8 with bounded coefficients driven by
the renormalized square of white noise. These equations are interpreted
as se...
Central limit theorem for Gaussian incompressible additional Brownian noise
Weak convergence random process Gaussian field incompressible flow diffusion
2009/9/21
We generalize the result of Komorowski and Papanicolaou
published in [I.W e consider the solution of stochastic differentid
equation dX(t) = V(t, x (t)) dt + (t), where E (2) is a standard
d-dimens...
Dependent noise for stochastic algorithms
Stochastic approximation ordinary differential equations dependent noise linear regression
2009/9/21
We introduce dzerent ways of being dependent for the
input noise of stochastic algorithms. We are aimed to prove that such
innovations allow to use the ODE (ordinary differential equation)
method. ...
A Non-Linear Eroder in Presence of One-Sided Noise
Non-Linear Eroder Presence One-Sided Noise
2009/9/17
A Non-Linear Eroder in Presence of One-Sided Noise。
Adaptivity in convolution models with partially known noise distribution
Adaptive nonparametric tests convolution model goodness-of-fit tests infinitely differentiable functions partially known noise
2009/9/16
We consider a semiparametric convolution model. We observe random variables having a distribution given by the convolution of some unknown density $f$ and some partially known noise density $g$. In th...
The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution
Stochastic heat equation Gaussian noise stochastic integral fractional Brownian motion spatial covariance function
2009/6/12
The Stochastic Heat Equation with Fractional-Colored Noise:Existence of the Solution.
Hitting probabilities for systems of non-linear stochastic heat equations with additive noise
Hitting probabilities systems of non-linear stochastic heat equations space-time white noise capacity Hausdor measure
2009/6/12
We consider a system of d coupled non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional additive space-time whitenoise. We establish upper and lower bounds on hitting pro...
Gaussian Bounds for Noise Correlation of Functions
Gaussian Bounds Noise Correlation Functions
2010/4/27
In this paper we derive tight bounds on the expected value of products of low influence functions defined on correlated probability spaces. The proofs are based on extending Fourier theory to an arbit...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Coalesce duality entrance law Fisher-Wright noise particle system
2009/4/24
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...