{"title":"当信号的理论模型是光滑的，而实际信号是尖峰型的，并且是分数阶布朗运动驱动时的误规范估计","authors":"M. N. Mishra, B. Prakasa Rao","doi":"10.1080/07362994.2022.2140677","DOIUrl":null,"url":null,"abstract":"Abstract We study the problem of misspecification when the model proposed by the statistician (theoretical model) through a stochastic differential equation is smooth in the drift but the real model has a cusp-type singularity in the drift function and the driving force is a fractional Brownian motion.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":" ","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2022-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion\",\"authors\":\"M. N. Mishra, B. Prakasa Rao\",\"doi\":\"10.1080/07362994.2022.2140677\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract We study the problem of misspecification when the model proposed by the statistician (theoretical model) through a stochastic differential equation is smooth in the drift but the real model has a cusp-type singularity in the drift function and the driving force is a fractional Brownian motion.\",\"PeriodicalId\":49474,\"journal\":{\"name\":\"Stochastic Analysis and Applications\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2022-11-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Analysis and Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/07362994.2022.2140677\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2022.2140677","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion
Abstract We study the problem of misspecification when the model proposed by the statistician (theoretical model) through a stochastic differential equation is smooth in the drift but the real model has a cusp-type singularity in the drift function and the driving force is a fractional Brownian motion.
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Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.
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