Results 11 to 20 of about 362,691 (237)
Asymptotic Estimates for Second Kind Generalized Stirling Numbers [PDF]
Journal of Applied Mathematics, 2013 Asymptotic formulas for the generalized Stirling numbers of the second kind with integer and real parameters are obtained and ranges of validity of the formulas are established.
Cristina B. Corcino, Roberto B. Corcino
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Asymptotic and non-asymptotic estimates for multivariate Laplace integrals [PDF]
, 2019 We derive bilateral asymptotic as well as non-asymptotic estimates for the multivariate Laplace integrals. Possible applications: Tauberian theorems for random vectors.
Maria Rosaria Formica +2 more
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Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold
Entropy, 2019 Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter ...
Jialun Zhou, Salem Said
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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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Asymptotic unbiased density estimators [PDF]
ESAIM: Probability and Statistics, 2009 Summary: This paper introduces a computationally tractable density estimator that has the same asymptotic variance as the classical Nadaraya-Watson density estimator but whose asymptotic bias is zero. We achieve this result using a two stage estimator that applies a multiplicative bias correction to an oversmooth pilot estimator.
Hengartner, Nicolas W. +1 more
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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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Asymptotics of Generalized S-Estimators [PDF]
Journal of Multivariate Analysis, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hössjer, O. +2 more
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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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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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