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The Combined Estimator for Stochastic Equations on Graphs with Fractional Noise.
- Source :
-
Mathematics (2227-7390) . Oct2020, Vol. 8 Issue 10, p1766. 1p. - Publication Year :
- 2020
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 22277390
- Volume :
- 8
- Issue :
- 10
- Database :
- Academic Search Index
- Journal :
- Mathematics (2227-7390)
- Publication Type :
- Academic Journal
- Accession number :
- 147002230
- Full Text :
- https://doi.org/10.3390/math8101766