搜索结果: 1-5 共查到“理论统计学 multiscale”相关记录5条 . 查询时间(0.174 秒)
Coarse-grained modeling of multiscale diffusions：the p-variation estimates
parameter estimation multiscale diffusions p-variation Ornstein-Uhlenbeck
2010/3/10
We study the problem of estimating parameters of the limiting equation
of a multiscale diffusion in the case of averaging and homogenization, given
data from the corresponding multiscale system. Fir...
Scalable Bayesian reduced-order models for high-dimensional multiscale dynamical systems
AMS subject classifications
2010/3/9
While existing mathematical descriptions can accurately account for phenomena at
microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their
applicability ov...
Perfect simulation of spatial point processes using dominated coupling from the past with application to a multiscale area-interaction point process
Perfect simulation spatial point processes dominated coupling multiscale area-interaction point process
2010/3/18
We consider perfect simulation algorithms for locally stable point pro-
cesses based on dominated coupling from the past. A version of the al-
gorithm is developed which is feasible for processes wh...
Multiscale inference about a density
Exponential inequality modes monotone failure rate multipletest order statistics spacings subexponential increments
2010/4/29
We introduce a multiscale test statistic based on local order
statistics and spacings that provides simultaneous confidence statements
for the existence and location of local increases and decreases...
Identification of the multiscale fractional Brownian motion with biomechanical applications
Biomechanics Detection of change Goodness-of-fit test Fractional Brownian motion Semi-parametric estimation Wavelet analysis
2010/4/26
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurs...