Consistent estimation of drift parameter in diffusion model with misspecified volatility function

2021 ◽  
pp. 110237
Author(s):  
Minsoo Jeong
Keyword(s):  
Diffusion Model ◽  
Consistent Estimation ◽  
Volatility Function ◽  
Drift Parameter

A diffusion model for fatigue crack growth

1979 ◽  
Vol 367 (1728) ◽  
pp. 47-58 ◽  
Keyword(s):  
Fatigue Crack ◽  
Fatigue Crack Growth ◽  
Diffusion Equation ◽  
Stochastic Model ◽  
Crack Growth ◽  
Diffusion Model ◽  
Critical Size ◽  
Transition Density ◽  
Transition Density Function ◽  
Drift Parameter

A stochastic model is proposed for the propagation of a fatigue crack. It is shown that fatigue crack growth can be described by a transition density function, and that the probability of a fatigue crack reaching a critical size can be determined by solving the diffusion equation. The commonly used rate of crack growth, d a /d N , appears in the diffusion model as the drift parameter.

CONSISTENCY OF THE DRIFT PARAMETERS ESTIMATES IN THE FRACTIONAL BROWNIAN DIFFUSION MODEL AND ESTIMATION OF THE HURST PARAMETER BY MAXIMUM LIKELIHOOD METHOD

2022 ◽  
Vol 4 (1) ◽  
pp. 1-14
Author(s):  
BA Demba Bocar ◽  
T. Moussa
Keyword(s):  
Maximum Likelihood ◽  
Diffusion Model ◽  
Long Memory ◽  
Maximum Likelihood Method ◽  
Likelihood Method ◽  
Brownian Diffusion ◽  
Hurst Parameter ◽  
Parameter Estimates ◽  
Long Memory Process ◽  
Drift Parameter

In this paper, we study the problem of estimating the unknow parameters in a long memory process based on the maximum likelihood method. We consider again a diffusion model involving fractional Brownian motion. Our goal is to study the consistency of the drift parameter estimates depending on the form of the model.

A new lithium diffusion model in layered oxides based on asymmetric but reversible transition metal migration

2020 ◽  
Vol 13 (4) ◽  
pp. 1269-1278 ◽  
Author(s):  
Kyojin Ku ◽  
Byunghoon Kim ◽  
Sung-Kyun Jung ◽  
Yue Gong ◽  
Donggun Eum ◽  
...  
Keyword(s):  
Transition Metal ◽  
Diffusion Model ◽  
Layered Oxides ◽  
Layered Oxide ◽  
Reversible Transition ◽  
Lithium Diffusion ◽  
Metal Migration

We propose a new lithium diffusion model involving coupled lithium and transition metal migration, peculiarly occurring in a lithium-rich layered oxide.

Does the Name-Race Implicit Association Test Measure Racial Prejudice?

2011 ◽  
Vol 58 (4) ◽  
pp. 271-277 ◽  
Author(s):  
Don van Ravenzwaaij ◽  
Han L. J. van der Maas ◽  
Eric-Jan Wagenmakers
Keyword(s):  
Diffusion Model ◽  
Implicit Association Test ◽  
Alternative Explanation ◽  
Group Membership ◽  
Racial Prejudice ◽  
Decision Time ◽  
Association Test ◽  
Implicit Association ◽  
Model Decomposition ◽  
Test Measure

Research using the Implicit Association Test (IAT) has shown that names labeled as Caucasian elicit more positive associations than names labeled as non-Caucasian. One interpretation of this result is that the IAT measures latent racial prejudice. An alternative explanation is that the result is due to differences in in-group/out-group membership. In this study, we conducted three different IATs: one with same-race Dutch names versus racially charged Moroccan names; one with same-race Dutch names versus racially neutral Finnish names; and one with Moroccan names versus Finnish names. Results showed equivalent effects for the Dutch-Moroccan and Dutch-Finnish IATs, but no effect for the Finnish-Moroccan IAT. This suggests that the name-race IAT-effect is not due to racial prejudice. A diffusion model decomposition indicated that the IAT-effects were caused by changes in speed of information accumulation, response conservativeness, and non-decision time.

Impact of Context Information on Metaphor Elaboration

2018 ◽  
Vol 65 (6) ◽  
pp. 370-384 ◽  
Author(s):  
Veronika Lerche ◽  
Ursula Christmann ◽  
Andreas Voss
Keyword(s):  
Diffusion Model ◽  
Processing Speed ◽  
A Priori ◽  
Model Fit ◽  
Verbal Task ◽  
Context Information ◽  
Speed Of Processing ◽  
Good Account ◽  
Dependent Variables ◽  
Decision Settings

Abstract. In experiments by Gibbs, Kushner, and Mills (1991) , sentences were supposedly either authored by poets or by a computer. Gibbs et al. (1991) concluded from their results that the assumed source of the text influences speed of processing, with a higher speed for metaphorical sentences in the Poet condition. However, the dependent variables used (e.g., mean RTs) do not allow clear conclusions regarding processing speed. It is also possible that participants had prior biases before the presentation of the stimuli. We conducted a conceptual replication and applied the diffusion model ( Ratcliff, 1978 ) to disentangle a possible effect on processing speed from a prior bias. Our results are in accordance with the interpretation by Gibbs et al. (1991) : The context information affected processing speed, not a priori decision settings. Additionally, analyses of model fit revealed that the diffusion model provided a good account of the data of this complex verbal task.

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