Inference for an anisotropic diffusion model |
| |
Authors: | David Eaves |
| |
Institution: | Department of Mathematics, Simon Fraser University, Burnaby, British Columbia V5A 1S6, Canada |
| |
Abstract: | The vector sum of a white noise in an unknown hyperspace and an Ornstein-Uhlenbeck process in an unknown line is observed through sharp linear test functions over a finite time span. The parameters associated with the white noise (including the hyperplane) are determinable with precision and index the measure-equivalence classes in the relevant sample space. An intraclass relative density provides a basis for Bayesian inference of the remaining parameters. |
| |
Keywords: | Diffusion White noise Ornstein-Uhlenbeck Equivalence classes Bayesian 60G15 60G20 60J60 62M99 |
本文献已被 ScienceDirect 等数据库收录! |