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ABSTRACT:
SUBMITTER: Nakakita SH
PROVIDER: S-EPMC7597089 | biostudies-literature | 2020 Sep
REPOSITORIES: biostudies-literature
Entropy (Basel, Switzerland) 20200915 9
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. We discuss the estimation and test theories for the parameter determining the smoothness of the observation, as well as the least-square-type estimation for the parameters in the diffusion coefficien ...[more]