Statistical analysis of self-similar conservative fragmentation chains
Hoffmann, Marc ; Krell, Nathalie
Bernoulli, Tome 17 (2011) no. 1, p. 395-423 / Harvested from Project Euclid
We explore statistical inference in self-similar conservative fragmentation chains when only approximate observations of the sizes of the fragments below a given threshold are available. This framework, introduced by Bertoin and Martinez [Adv. Appl. Probab. 37 (2005) 553–570], is motivated by mineral crushing in the mining industry. The underlying object that can be identified from the data is the step distribution of the random walk associated with a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We compute upper and lower rates of estimation in a parametric framework and show that in the nonparametric case, the difficulty of the estimation is comparable to ill-posed linear inverse problems of order 1 in signal denoising.
Publié le : 2011-02-15
Classification:  fragmentation chains,  key renewal theorem,  nonparametric estimation,  parametric
@article{1297173847,
     author = {Hoffmann, Marc and Krell, Nathalie},
     title = {Statistical analysis of self-similar conservative fragmentation chains},
     journal = {Bernoulli},
     volume = {17},
     number = {1},
     year = {2011},
     pages = { 395-423},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1297173847}
}
Hoffmann, Marc; Krell, Nathalie. Statistical analysis of self-similar conservative fragmentation chains. Bernoulli, Tome 17 (2011) no. 1, pp.  395-423. http://gdmltest.u-ga.fr/item/1297173847/