Timeline for Impulse signal detection
Current License: CC BY-SA 4.0
23 events
| when toggle format | what | by | license | comment | |
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| Oct 14 at 23:07 | vote | accept | Nate River | ||
| Oct 15 at 8:55 | |||||
| S Oct 14 at 23:05 | history | bounty ended | Nate River | ||
| S Oct 14 at 23:05 | history | notice removed | Nate River | ||
| Oct 14 at 23:04 | vote | accept | Nate River | ||
| Oct 14 at 23:07 | |||||
| Oct 14 at 21:49 | answer | added | Mateusz Kwaśnicki | timeline score: 2 | |
| Oct 8 at 5:48 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 8 at 5:43 | history | edited | Nate River | CC BY-SA 4.0 |
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| S Oct 8 at 5:38 | history | bounty started | Nate River | ||
| S Oct 8 at 5:38 | history | notice added | Nate River | Draw attention | |
| Oct 8 at 5:37 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 8 at 5:34 | history | undeleted | Nate River | ||
| Sep 24 at 18:22 | history | deleted | Nate River | via Vote | |
| Sep 24 at 18:21 | history | edited | Nate River | CC BY-SA 4.0 |
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| Aug 21 at 14:19 | history | edited | Nate River | CC BY-SA 4.0 |
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| Aug 20 at 11:02 | comment | added | mike | I think the drift is always < A and is zero as soon as t > 2. The expected value of Y can’t be bigger than 2A, whereas you have it being about proportional to t for large t. | |
| Aug 20 at 1:25 | comment | added | Nate River | … sorry typo, it is $$Y_t = A[\delta ([t] - 1)_+ +\max(\{t\}, X) + \max(\{t\}, X + \delta - 1) - X] + \sigma W_t.$$ | |
| Aug 20 at 1:19 | comment | added | Nate River | Although I don’t think the explicit formula is of much help anyway to answer the problem. | |
| Aug 20 at 1:18 | comment | added | Nate River | I believe explicitly we have $$Y_t = A\delta ([t] - 1)_+ + \max(\{t\}, X) + \max(\{t\}, X + \delta - 1) - X + \sigma W_t.$$ Which is messier than I expected! Maybe there is a nicer way to write it. | |
| Aug 20 at 1:00 | comment | added | Nate River | @mike I don’t think that holds, perhaps something in the problem set up is not clear? | |
| Aug 19 at 22:01 | comment | added | mike | As soon as t > 2 $Y_t = A \delta + \sigma W_t$ so I don’t think you get any information about X after that time. | |
| Aug 19 at 20:59 | history | edited | Nate River | CC BY-SA 4.0 |
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| Aug 19 at 20:50 | history | edited | Nate River | CC BY-SA 4.0 |
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| Aug 19 at 20:43 | history | asked | Nate River | CC BY-SA 4.0 |