{"id":"https://openalex.org/W3021848268","doi":"https://doi.org/10.1007/s00180-020-00989-x","title":"On the empirical estimator of the boundary in inverse first-exit problems","display_name":"On the empirical estimator of the boundary in inverse first-exit problems","publication_year":2020,"publication_date":"2020-05-06","ids":{"openalex":"https://openalex.org/W3021848268","doi":"https://doi.org/10.1007/s00180-020-00989-x","mag":"3021848268"},"language":"en","primary_location":{"id":"doi:10.1007/s00180-020-00989-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-020-00989-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-020-00989-x.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s00180-020-00989-x.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016925058","display_name":"Sercan G\u0171r","orcid":null},"institutions":[{"id":"https://openalex.org/I102248843","display_name":"Vienna University of Economics and Business","ror":"https://ror.org/03yn8s215","country_code":"AT","type":"education","lineage":["https://openalex.org/I102248843"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Sercan G\u00fcr","raw_affiliation_strings":["Institute of Statistics and Mathematics, WU Vienna University of Economics and Business, Welthandelsplatz 1, 1020, Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Institute of Statistics and Mathematics, WU Vienna University of Economics and Business, Welthandelsplatz 1, 1020, Vienna, Austria","institution_ids":["https://openalex.org/I102248843"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067523442","display_name":"Klaus P\u00f6tzelberger","orcid":"https://orcid.org/0000-0002-5404-0636"},"institutions":[{"id":"https://openalex.org/I102248843","display_name":"Vienna University of Economics and Business","ror":"https://ror.org/03yn8s215","country_code":"AT","type":"education","lineage":["https://openalex.org/I102248843"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Klaus P\u00f6tzelberger","raw_affiliation_strings":["Institute of Statistics and Mathematics, WU Vienna University of Economics and Business, Welthandelsplatz 1, 1020, Vienna, Austria"],"affiliations":[{"raw_affiliation_string":"Institute of Statistics and Mathematics, WU Vienna University of Economics and Business, Welthandelsplatz 1, 1020, Vienna, Austria","institution_ids":["https://openalex.org/I102248843"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5016925058"],"corresponding_institution_ids":["https://openalex.org/I102248843"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":{"value":2490,"currency":"EUR","value_usd":3090},"fwci":1.9589,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.84530642,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"36","issue":"3","first_page":"1809","last_page":"1820"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11205","display_name":"Numerical methods in inverse problems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11205","display_name":"Numerical methods in inverse problems","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5629945993423462},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.4832792580127716},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.47261691093444824},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3622695803642273},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3423123359680176},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3279576897621155},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.26505202054977417},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.16638049483299255}],"concepts":[{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5629945993423462},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.4832792580127716},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.47261691093444824},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3622695803642273},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3423123359680176},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3279576897621155},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.26505202054977417},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.16638049483299255}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s00180-020-00989-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-020-00989-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-020-00989-x.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},{"id":"pmh:oai:research.wu.ac.at:openaire/0fdc0e10-4920-48ea-be7a-51eb7c70d23c","is_oa":true,"landing_page_url":"https://research.wu.ac.at/de/publications/0fdc0e10-4920-48ea-be7a-51eb7c70d23c","pdf_url":null,"source":{"id":"https://openalex.org/S7407055123","display_name":"WU Research","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"P\u00f6tzelberger, K & G\u00fcr, S 2021, 'On the empirical estimator of the boundary in inverse first-exit problems', Computational Statistics, vol. 36, no. 1, pp. 1809 - 1820. https://doi.org/10.1007/s00180-020-00989-x","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:epub.wu-wien.ac.at:7692","is_oa":true,"landing_page_url":"http://doi.org/10.1007/s00180-020-00989-x","pdf_url":"https://epub.wu.ac.at/7692/1/00222437211012451.pdf","source":{"id":"https://openalex.org/S4306400052","display_name":"ePubWU Institutional Repository (Wirtschaftsuniversit\u00e4t Wien)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-00989-x","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00180-020-00989-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s00180-020-00989-x","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s00180-020-00989-x","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00180-020-00989-x.pdf","source":{"id":"https://openalex.org/S8500805","display_name":"Computational Statistics","issn_l":"0943-4062","issn":["0943-4062","1613-9658"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Statistics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3021848268.pdf","grobid_xml":"https://content.openalex.org/works/W3021848268.grobid-xml"},"referenced_works_count":16,"referenced_works":["https://openalex.org/W310937301","https://openalex.org/W1976880943","https://openalex.org/W1995559195","https://openalex.org/W2007447889","https://openalex.org/W2028801808","https://openalex.org/W2036493905","https://openalex.org/W2064699282","https://openalex.org/W2082756680","https://openalex.org/W2091834474","https://openalex.org/W2110410763","https://openalex.org/W2113575907","https://openalex.org/W2488968130","https://openalex.org/W2491885446","https://openalex.org/W2962886695","https://openalex.org/W3098480495","https://openalex.org/W4236814309"],"related_works":["https://openalex.org/W1968312637","https://openalex.org/W2014444284","https://openalex.org/W1973573083","https://openalex.org/W1988224349","https://openalex.org/W2152704622","https://openalex.org/W2036654869","https://openalex.org/W2099081348","https://openalex.org/W1969481295","https://openalex.org/W1964781732","https://openalex.org/W2176389738"],"abstract_inverted_index":{"Abstract":[0],"First-exit":[1],"problems":[2],"for":[3,94,112,169],"the":[4,26,29,47,51,63,73,91,142,146,153,196,205],"Brownian":[5],"motion":[6],"(":[7,9,23],"W":[8],"t":[10,24],"))":[11],"or":[12],"general":[13],"diffusion":[14],"processes,":[15],"have":[16],"important":[17],"applications.":[18],"Given":[19],"a":[20,83,113,149,180],"boundary":[21,64,71],"b":[22,65,93,111],"),":[25],"distribution":[27,52,96],"of":[28,53,75,97,110,136,148,152],"first-exit":[30,137],"time":[31],"$$\\tau":[32,54,76,98,116],"$$":[33,55,77,99],"<mml:math":[34,56,78,100,120],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\">":[35,57,79,101,121],"<mml:mi>\u03c4</mml:mi>":[36,58,80,102,124,131],"</mml:math>":[37,59,81,103,135],"has":[38,66],"to":[39,67,179],"be":[40,68],"computed,":[41],"in":[42,209],"most":[43],"cases":[44],"numerically.":[45],"In":[46],"inverse":[48],"first-passage-time":[49],"problems,":[50],"is":[60,145,160,177,184,199],"given":[61,95,114],"and":[62,72,107,163,203],"found.":[69],"The":[70,139],"density":[74],"satisfy":[82],"Volterra":[84,154],"integral":[85],"equation.":[86,155],"Again":[87],"numerical":[88],"methods":[89],"approximate":[90,188],"solution":[92,147],".":[104],"We":[105,156],"propose":[106],"analyze":[108],"estimators":[109],"sample":[115],"_1,\\ldots":[117],",\\tau":[118],"_n$$":[119],"<mml:mrow>":[122],"<mml:msub>":[123,130],"<mml:mn>1</mml:mn>":[125],"</mml:msub>":[126,133],"<mml:mo>,</mml:mo>":[127,129],"<mml:mo>\u2026</mml:mo>":[128],"<mml:mi>n</mml:mi>":[132],"</mml:mrow>":[134],"times.":[138],"first":[140],"estimator,":[141,144,182],"empirical":[143,197],"stochastic":[150],"version":[151],"prove":[157],"that":[158,195],"it":[159],"strongly":[161],"consistent":[162],"we":[164],"derive":[165],"an":[166,187],"upper":[167],"bound":[168],"its":[170],"asymptotics":[171],"convergence":[172],"rate.":[173],"Finally,":[174],"this":[175,210],"estimator":[176,198],"compared":[178],"Bayesian":[181],"which":[183],"based":[185],"on":[186],"likelihood":[189],"function.":[190],"Monte":[191],"Carlo":[192],"experiments":[193],"suggests":[194],"simple,":[200],"computationally":[201],"manageable":[202],"outperforms":[204],"alternative":[206],"procedure":[207],"considered":[208],"paper.":[211]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}
