Results 61 to 70 of about 558,384 (291)
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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Pseudorandom functions whose asymptotic distributions are asymptotically gaussian
Journal of Mathematical Analysis and Applications, 1991 Given an ergodic transformation T on the Lebesgue space ([0,1],dx) and a continuous function h(x) \((\int^{1}_{0}h(x)dx=0)\), we are interested in asymptotic behaviours of the pseudorandom functions, \(q_{\theta}(t;x)=\sqrt{\theta}\cdot h(T^{[\theta t]}x)\) (x\(\in (0,1)\), \(\theta >0)\).
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Asymptotic Distribution of Symmetric Statistics
The Annals of Statistics, 1980 Sequences of $m$th order symmetric statistics are examined for convergence in law. Under appropriate conditions, a limiting distribution exists and is equivalent to that of a linear combination of products of Hermite polynomials of independent $N(0, 1)$ random variables. Connections with the work of von Mises, Hoeffding, and Filippova are noted.
Rubin, H., Vitale, R. A.
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Predicting Atomic Charges in MOFs by Topological Charge Equilibration
Advanced Functional Materials, EarlyView.An atomic charge prediction method is presented that is able to accurately reproduce ab‐initio‐derived reference charges for a large number of metal–organic frameworks. Based on a topological charge equilibration scheme, static charges that fulfill overall neutrality are quickly generated.
Babak Farhadi Jahromi +2 more
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, 2005 We consider goodness-of-fit tests of symmetric stable distributions based on weighted integrals of the squared distance between the empirical characteristic function of the standardized data and the characteristic function of the standard symmetric ...
Akimichi Takemura +23 more
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Adaptive Hydrogels With Spatiotemporal Stiffening Using pH‐Modulating Enzymes
Advanced Functional Materials, EarlyView.The chemomechanical coupling in an adaptive hydrogel is studied to further the development of adaptive hydrogels. This coupling is achieved by embedding a pH‐modulating enzyme in a pH‐responsive hydrogel. The enzymatic reaction can be triggered locally, which generates a pH‐decreasing wave throughout the system, increasing the crosslinking density and ...
Natascha Gray +3 more
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Probability Distributions for Quantum Stress Tensors Measured in a Finite Time Interval
, 2015 A meaningful probability distribution for measurements of a quantum stress tensor operator can only be obtained if the operator is averaged in time or in spacetime. This averaging can be regarded as a description of the measurement process.
Fewster, Christopher J., Ford, L. H.
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Advanced Functional Materials, EarlyView.ABSTRACT Materials that can deform, sense, and autonomously generate power in response to wireless magnetic fields, through both magnetic‐actuated shape transformation and charge generation, are an emerging focus in advanced functional materials research.
Zhi Zhao, Xiaojia Shelly Zhang
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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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Discrete and Continuous Models and Applied Computational Science, 2023 In the proposed work, we consider a heterogeneous queueing system with a Markov renewal process and an unlimited number of servers. The service time for requests on the servers is a positive random variable with an exponential probability distribution ...
Evgeny P. Polin +2 more
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