Model selection in a stochastic setting

Abstract

Dunn & Tichenor (1988) proposed a class of differential equation models to describe the phenomenon of transient sink behaviour for organic emissions exhibited by interior surface films in state-of-the-art emission test chambers. Data from a particular application is used to exemplify the use of a model selection scheme which embeds the derived models within a class of stochastic differential equations. These embeddings have the property that the quality of model fit varies inversely with the strength of the stochastic forcing term. Results of this modelling application are discussed. � Austral. Mathematical Soc. 2005.