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A SIMULATION-BASED STUDY ON BAYESIAN ESTIMATORS FOR THE SKEW BROWNIAN MOTION

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dc.creatorMANUEL JESÚS PEREIRA BARAHONA
dc.date2016
dc.date.accessioned2025-01-10T14:30:12Z
dc.date.available2025-01-10T14:30:12Z
dc.date.issued2016
dc.description.abstractIN 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.
dc.formatapplication/pdf
dc.identifier.doi10.3390/e18070241
dc.identifier.issn1099-4300
dc.identifier.issn1099-4300
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/7714
dc.languagespa
dc.publisherEntropy
dc.relation.uri10.3390/e18070241
dc.rightsPUBLICADA
dc.titleA SIMULATION-BASED STUDY ON BAYESIAN ESTIMATORS FOR THE SKEW BROWNIAN MOTION
dc.title.alternativeUN ESTUDIO BASADO EN SIMULACIÓN SOBRE ESTIMADORES BAYESIANOS PARA EL MOVIMIENTO BROWNIANO OSCILADO
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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