Results 1 to 10 of about 45,703 (314)
Asymptotic variances of subspace estimates [PDF]
Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
CHIUSO, ALESSANDRO, PICCI, GIORGIO
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On asymptotic linearity of L-estimates
Mathematica Slovaca, 2009 Abstract A theorem on asymptotic linearity of L-estimates is proved under general set of regularity conditions, allowing the sampled distribution to be non-integrable. The main result is the improvement in the order of the remainder term in the formula for asymptotic linearity of L-statistic.
František Rublík
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On rational Abel – Poisson means on a segment and approximations of Markov functions
Журнал Белорусского государственного университета: Математика, информатика, 2021 Approximations on the segment [−1, 1] of Markov functions by Abel – Poisson sums of a rational integral operator of Fourier type associated with the Chebyshev – Markov system of algebraic fractions in the case of a fixed number of geometrically different
Pavel G. Patseika, Yauheni A. Rouba
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Қарағанды университетінің хабаршысы. Математика сериясы, 2023 The paper deals with the construction of minimizing sequences for the problem of minimizing a weakly nonlinearly perturbed quadratic performance index on trajectories of a weakly nonlinear system with threetempo state variables. For this purpose, the so-
G.A. Kurina, M.A. Kalashnikova
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Учёные записки Казанского университета: Серия Физико-математические науки, 2020 The model of cellular circuits was considered in a single basis of functional and switching elements, which is built in accordance with the standard basis B0 consisting of Boolean functions x1 & x2, x1 ∨ x2, ˉx1. In this model, both inputs and outputs of
S.A. Lozhkin, V.S. Zizov
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Asymptotics of Generalized S-Estimators [PDF]
Journal of Multivariate Analysis, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hössjer, O., Croux, C., Rousseeuw, P.J.
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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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On asymptotic normality of the hill estimator [PDF]
Communications in Statistics. Stochastic Models, 1998 For iid observations from a common distribution Fwith regularly varying tail , a popular estimator of α is the Hill estimator. Regular variation of the distribution tail is equivalent to weak consistency of the Hill estimator in a manner made precise in Mason (1982) but necessary and sufficient conditions for asymptotic normality of this estimator are ...
de Haan, Laurens, Resnick, SI
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On the Stability of Solutions of Neutral Differential Equations with Distributed Delay [PDF]
Известия Иркутского государственного университета: Серия "Математика", 2018 We consider one class of systems of linear nonautonomous differential equations of neutral type with distributed delay. The matrix in front of the derivative of the unknown vector-function with delay is constant, the matrix in front of the unknown vector-
T. K. Yskak
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Basic asymptotic estimates for powers of Wallis’ ratios
Cubo, 2021 For any $a\in\R$, for every $n\in\N$, and for $n$-th Wallis' ratio $w_n:=\prod_{k=1}^n\frac{2k-1}{2k}$, the relative error $r_{\,\!_0}(a,n):=\big(v_{\,\!_0}(a,n)-w_n^a\big)/w_n^a$ of the approximation $w_n^a\approx v_{\,\!_0}(a,n):=(\pi n)^{-a/2} $ is ...
Vito Lampret
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