Results 41 to 50 of about 539,009 (137)

On the Future of Data Analysis

open access: yesAustrian 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
doaj   +1 more source

Existence and uniqueness of mild solution to fractional stochastic heat equation

open access: yesModern 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
doaj   +1 more source

A Fractional Process with Jumps for Modeling Karstic Spring Discharge Data

open access: yesMathematics
Fractal 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
doaj   +1 more source

Maximum likelihood estimation in the non-ergodic fractional Vasicek model

open access: yesModern 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
doaj   +1 more source

Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance

open access: yesMathematics
The 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
doaj   +1 more source

Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions

open access: yesModern 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
doaj   +1 more source

Fractional Gaussian Noise: Projections, Prediction, Norms

open access: yesFractal and Fractional
We 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
doaj   +1 more source

A confounding bridge approach for double negative control inference on causal effects

open access: yesStatistical Theory and Related Fields
Unmeasured 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
doaj   +1 more source

Comparison of classical, xgboost and neural network methods for parameter estimation in epidemic processes on random graphs

open access: yesFranklin Open
The 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
doaj   +1 more source

Reliability and performance evaluation of retrial repairable systems with an unreliable repairer using the GSPN model

open access: yesCroatian Operational Research Review
Generalized 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
doaj   +1 more source

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