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Level sets and drift estimation for reflected Brownian motion with drift - MaRDI portal

Level sets and drift estimation for reflected Brownian motion with drift (Q4986361)

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scientific article; zbMATH DE number 7339824
Language Label Description Also known as
English
Level sets and drift estimation for reflected Brownian motion with drift
scientific article; zbMATH DE number 7339824

    Statements

    author
    Alejandro Cholaquidis
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    Ernesto Mordecki
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    Cecilia Papalardo
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    Ricardo Fraiman
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    publication date
    27 April 2021
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    zbMATH Keywords
    core area
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    drift estimation
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    home-range estimation
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    reflected Brownian motion with drift
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    stationary distribution
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    arXiv classification
    math.ST
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    stat.TH
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    cites work
    Curvature Measures
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    Q3959169
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    Q4237147
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    Identifiers

    Mathematics Subject Classification ID
    62R40
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    62H12
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    60J65
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    62P10
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    92D25
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    zbMATH DE Number
    7339824
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    arXiv ID
    1611.09588
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