The combined estimator for stochastic equations on graphs with fractional noise

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60461373%3A22340%2F20%3A43920941" target="_blank" >RIV/60461373:22340/20:43920941 - isvavai.cz</a>
Result on the web
<a href="https://www.mdpi.com/2227-7390/8/10/1766/pdf" target="_blank" >https://www.mdpi.com/2227-7390/8/10/1766/pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3390/math8101766" target="_blank" >10.3390/math8101766</a>

Result language
angličtina
Original language name
The combined estimator for stochastic equations on graphs with fractional noise
Original language description
In the present paper, we study the problem of estimating a drift parameter in stochastic evolution equations on graphs. We focus on equations driven by fractional Brownian motions, which are particularly useful e.g., in biology or neuroscience. We derive a novel estimator (the combined estimator) and prove its strong consistency in the long-span asymptotic regime with a discrete-time sampling scheme. The promising performance of the combined estimator for finite samples is examined under various scenarios by Monte Carlo simulations. © 2020 by the authors. Licensee MDPI, Basel, Switzerland.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/LTAIN19007" target="_blank" >LTAIN19007: Development of Advanced Computational Algorithms for evaluating post-surgery rehabilitation</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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