Results 41 to 50 of about 539,009 (137)
On the Future of Data Analysis
Austrian Journal of Statistics, 2016 This contribution is based on a discussion on the future of data analysis which took place on the last day of the symposium IDA 2000. By different discussants the main problems of current data analysis as well as future developments were discussed ...
Reinhard Viertl
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Existence and uniqueness of mild solution to fractional stochastic heat equation
Modern Stochastics: Theory and Applications, 2018 For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset {\mathbb{R}^{d}}$ and driven by an ${L^{2}}(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new result on ...
Kostiantyn Ralchenko, Georgiy Shevchenko
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A Fractional Process with Jumps for Modeling Karstic Spring Discharge Data
MathematicsFractal dimensions for the daily discharge data series of several karstic springs in northeast Hungary have recently been computed and analyzed. We model four of those series with similar fractal dimensions using a superposition of a fractional Ornstein ...
Dániel Boros +4 more
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Maximum likelihood estimation in the non-ergodic fractional Vasicek model
Modern Stochastics: Theory and Applications, 2019 We investigate the fractional Vasicek model described by the stochastic differential equation $d{X_{t}}=(\alpha -\beta {X_{t}})\hspace{0.1667em}dt+\gamma \hspace{0.1667em}d{B_{t}^{H}}$, ${X_{0}}={x_{0}}$, driven by the fractional Brownian motion ${B^{H}}$
Stanislav Lohvinenko +1 more
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MathematicsThe stochastic correlation for Brownian motions is the integrand in the formula of their quadratic covariation. The estimation of this stochastic process becomes available from the temporally localized correlation of latent price driving Brownian motions
László Márkus +2 more
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Modern Stochastics: Theory and Applications, 2019 In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable φ-sub-Gaussian processes.
Yuriy Kozachenko +3 more
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Fractional Gaussian Noise: Projections, Prediction, Norms
Fractal and FractionalWe examine the one-sided and two-sided (bilateral) projections of an element of fractional Gaussian noise onto its neighboring elements. We establish several analytical results and conduct a numerical study to analyze the behavior of the coefficients of ...
Iryna Bodnarchuk +2 more
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A confounding bridge approach for double negative control inference on causal effects
Statistical Theory and Related FieldsUnmeasured confounding is a key challenge for causal inference. In this paper, we establish a framework for unmeasured confounding adjustment with negative control variables.
Wang Miao +3 more
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Franklin OpenThe main goal of this paper is to quantitatively compare the performance of classical methods to XGBoost and convolutional neural networks in a parameter estimation problem for SIR epidemic spread. Since we model the underlying social network by flexible
Ágnes Backhausz +4 more
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Croatian Operational Research ReviewGeneralized Stochastic Petri Nets ($GSPNs$) are widely used in reliability analysis to model and optimize the dependability of complex systems, enabling assessments of availability, failure probabilities, and repair processes through stochastic timing ...
Kheireddine Boudehane, Samira Taleb
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