Publicación: A SIMULATION-BASED STUDY ON BAYESIAN ESTIMATORS FOR THE SKEW BROWNIAN MOTION
Fecha
2016
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Entropy
Resumen
IN ANALYZING A TEMPORAL DATA SET FROM A CONTINUOUS VARIABLE, DIFFUSION PROCESSES CAN BE SUITABLE UNDER CERTAIN CONDITIONS, DEPENDING ON THE DISTRIBUTION OF INCREMENTS. WE ARE INTERESTED IN PROCESSES WHERE A SEMI-PERMEABLE BARRIER SPLITS THE STATE SPACE, PRODUCING A SKEWED DIFFUSION THAT CAN HAVE DIFFERENT RATES ON EACH SIDE. IN THIS WORK, THE ASYMPTOTIC BEHAVIOR OF SOME BAYESIAN INFERENCES FOR THIS CLASS OF PROCESSES IS DISCUSSED AND VALIDATED THROUGH SIMULATIONS. AS AN APPLICATION, WE MODEL THE LOCATION OF SOUTH AMERICAN SEA LIONS (OTARIA FLAVESCENS) ON THE COAST OF CALBUCO, SOUTHERN CHILE, WHICH CAN BE USED TO UNDERSTAND HOW THE FORAGING BEHAVIOR OF APEX PREDATORS VARIES TEMPORALLY AND SPATIALLY.
