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of 317
pro vyhledávání: '"Ditlevsen, Susanne"'
We address parameter estimation in second-order stochastic differential equations (SDEs), prevalent in physics, biology, and ecology. Second-order SDE is converted to a first-order system by introducing an auxiliary velocity variable raising two main
Externí odkaz:
http://arxiv.org/abs/2405.03606
The aim of this article is to infer the connectivity structures of brain regions before and during epileptic seizure. Our contributions are fourfold. First, we propose a 6N-dimensional stochastic differential equation for modelling the activity of N
Externí odkaz:
http://arxiv.org/abs/2306.15787
Autor:
Holberg, Christian, Ditlevsen, Susanne
Uniformly valid inference for cointegrated vector autoregressive processes has so far proven difficult due to certain discontinuities arising in the asymptotic distribution of the least squares estimator. We extend asymptotic results from the univari
Externí odkaz:
http://arxiv.org/abs/2306.03632
Tipping to an undesired state in the climate when a control parameter slowly approaches a critical value is a growing concern with increasing greenhouse gas concentrations. Predictions rely on detecting early warning signals (EWSs) in observations of
Externí odkaz:
http://arxiv.org/abs/2304.09160
Surprisingly, general estimators for nonlinear continuous time models based on stochastic differential equations are yet lacking. Most applications still use the Euler-Maruyama discretization, despite many proofs of its bias. More sophisticated metho
Externí odkaz:
http://arxiv.org/abs/2211.11884
This paper presents a novel estimator for a non-standard restriction to both symmetry and low rank in the context of high dimensional cointegrated processes. Furthermore, we discuss rank estimation for high dimensional cointegrated processes by restr
Externí odkaz:
http://arxiv.org/abs/2208.06819
Autor:
Holberg, Christian, Ditlevsen, Susanne
Cointegration analysis was developed for non-stationary linear processes that exhibit stationary relationships between coordinates. Estimation of the cointegration relationships in a multi-dimensional cointegrated process typically proceeds in two st
Externí odkaz:
http://arxiv.org/abs/2208.04779
Autor:
Ngô, Manh Cuong, Selvan, Raghavendra, Tervo, Outi, Heide-Jørgensen, Mads Peter, Ditlevsen, Susanne
Narwhal is one of the most mysterious marine mammals, due to its isolated habitat in the Arctic region. Tagging is a technology that has the potential to explore the activities of this species, where behavioral information can be collected from instr
Externí odkaz:
http://arxiv.org/abs/2101.01992
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In the last decade, Hawkes processes have received a lot of attention as good models for functional connectivity in neural spiking networks. In this paper we consider a variant of this process, the Age Dependent Hawkes process, which incorporates ind
Externí odkaz:
http://arxiv.org/abs/1806.06370