4 papers
Optimal L2 -approximation of occupation and local times for symmetric stable processes
Randolf Altmeyer, Ronan Le Guével
The L2-approximation of occupation and local times of a symmetric -stable L{é}vy process from high frequency discrete time observations is studied. The standard Riemann sum esti…
Parameter Estimation in an SPDE Model for Cell Repolarisation
Randolf Altmeyer, Till Bretschneider, Josef Janák +1
As a concrete setting where stochastic partial differential equations (SPDEs) are able to model real phenomena, we propose a stochastic Meinhardt model for cell repolarisation and…
Nonparametric estimation for linear SPDEs from local measurements
Randolf Altmeyer, Markus Reiß
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on…
Testing for Balance in Social Networks
Derek Feng, Randolf Altmeyer, Derek Stafford +2
Friendship and antipathy exist in concert with one another in real social networks. Despite the role they play in social interactions, antagonistic ties are poorly understood and i…