Results 21 to 30 of about 561,804 (322)
AIMS Mathematics, 2023 This paper deals with least squares estimation for the Cox–Ingersoll–Ross model with fractional Lévy noise from discrete observations. The contrast function is given to obtain the least squares estimators.
Jiangrui Ding, Chao Wei
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Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]
, 2010 This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Ichimura, H, Lee, S
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Maximum Likelihood Estimation for the Fractional Vasicek Model
Econometrics, 2020 This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case ...
Katsuto Tanaka, Weilin Xiao, Jun Yu
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AIMS Mathematics, 2023 This paper is concerned with $ L_{\infty} $-norm minimum distance estimation for stochastic differential equations driven by small fractional Lévy noise.
Huiping Jiao, Xiao Zhang, Chao Wei
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Integral points on symmetric varieties and Satake compatifications [PDF]
, 2008 Let V be an affine symmetric variety defined over Q. We compute the asymptotic distribution of the angular components of the integral points in V. This distribution is described by a family of invariant measures concentrated on the Satake boundary of V ...
Gorodnik, Alexander +2 more
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Asymptotic properties of M-estimator for GARCH(1, 1) model parameters
Журнал Белорусского государственного университета: Математика, информатика, 2020 GARCH(1, 1) model is used for analysis and forecasting of financial and economic time series. In the classical version, the maximum likelihood method is used to estimate the model parameters. However, this method is not convenient for analysis of models
Uladzimir S. Tserakh
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The number of distinct adjacent pairs in geometrically distributed words: a probabilistic and combinatorial analysis [PDF]
Discrete Mathematics & Theoretical Computer Science, 2023 The analysis of strings of $n$ random variables with geometric distribution has recently attracted renewed interest: Archibald et al. consider the number of distinct adjacent pairs in geometrically distributed words.
Guy Louchard +2 more
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Weight Distributions of Regular Low-Density Parity-Check Codes over Finite Fields [PDF]
, 2011 The average weight distribution of a regular low-density parity-check (LDPC) code ensemble over a finite field is thoroughly analyzed. In particular, a precise asymptotic approximation of the average weight distribution is derived for the small-weight ...
Chen, Yan +4 more
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Asymptotic Properties for Cumulative Probability Models for Continuous Outcomes
Mathematics, 2023 Regression models for continuous outcomes frequently require a transformation of the outcome, which is often specified a priori or estimated from a parametric family.
Chun Li +3 more
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A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution
Mathematics, 2023 Estimation based on probability-weighted moments is a well-established method and an excellent alternative to the classic method of moments or the maximum likelihood method, especially for small sample sizes. In this research, we developed a new class of
Frederico Caeiro, Ayana Mateus
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