Hurst parameter estimation on fractional Brownian motion and its application to the development of the zebrafish

نویسندگان

  • Menglong FU
  • Paul Bourgine
چکیده

In order to distinguish different morphogenic fields automatically, fractional Brownian motion is used in this paper and the Hurst parameter is used as an important measure to distinguish different morphogenic fields in embryo of zebra fish.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion

The problem of optimal ltering is investigated in a continuous time linear Gaussian system where the signal is a xed random variable and the noise driving the observation process is a fractional Brownian motion with Hurst parameter H 2 (1=2; 1). Closed form expressions are derived both for the optimal lter and the variance of the ltering error. Then an application to the determination of the be...

متن کامل

Estimation of the drift of fractional Brownian motion

We consider the problem of efficient estimation for the drift of fractional Brownian motion B := ( B t ) t∈[0,T ] with hurst parameter H less than 1 2 . We also construct superefficient James-Stein type estimators which dominate, under the usual quadratic risk, the natural maximum likelihood estimator.

متن کامل

Parameter Estimation for Spdes with Multiplicative Fractional Noise

We study parameter estimation problem for diagonalizable stochastic partial differential equations driven by a multiplicative fractional noise with any Hurst parameter H ∈ (0, 1). Two classes of estimators are investigated: traditional maximum likelihood type estimators, and a new class called closed-form exact estimators. Finally the general results are applied to stochastic heat equation driv...

متن کامل

Parameter estimation for α-fractional bridges

Let α, T > 0. We study the asymptotic properties of a least squares estimator for the parameter α of a fractional bridge defined as dXt = −α Xt T−t dt + dBt, 0 6 t < T , where B is a fractional Brownian motion of Hurst parameter H > 12 . Depending on the value of α, we prove that we may have strong consistency or not as t → T . When we have consistency, we obtain the rate of this convergence as...

متن کامل

Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size

In this paper, we show how concentration inequalities for Gaussian quadratic form can be used to propose exact confidence intervals of the Hurst index parametrizing a fractional Brownian motion. Both cases where the scaling parameter of the fractional Brownian motion is known or unknown are investigated. These intervals are obtained by observing a single discretized sample path of a fractional ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013