Results 271 to 280 of about 5,694,517 (306)

Asymptotic Estimates for Integrals

, 2015
Mechanical problems can be described by differential equations, the solutions of which often cannot be expressed by elementary functions, but have an integral representation.
S. Bauer, S. Filippov, A. Smirnov, P. Tovstik, R. Vaillancourt   +4 more
semanticscholar   +2 more sources

Nonlinear Estimation and Asymptotic Approximations

Econometrica, 1978
central objective of this paper is to present a series expansion of nonlinear estimators in order to facilitate an analysis of the distributions of such estimators. Where the estimator under consideration is a maximum likelihood estimator, the method provides somewhat more information, as well as higher order approximations to the distributions of the ...
openaire   +1 more source

Asymptotic Estimates of Fourier Coefficients

SIAM Journal on Mathematical Analysis, 1974
Complex variable techniques are used to estimate the Fourier coefficients of functions expanded in series of Jacobi, Laguerre and Hermite polynomials.
Elliott, David, Tuan, P. D.
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ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES

Econometric Theory, 2009
We consider nonparametric estimation of spectral densities of stationary processes, a fundamental problem in spectral analysis of time series. Under natural and easily verifiable conditions, we obtain consistency and asymptotic normality of spectral density estimates.
Liu, Weidong, Wu, Wei Biao
openaire   +2 more sources

Asymptotically optimal estimation

1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes, 1981
The purpose of this paper is to investigate the use of asymptotic methods in the design of optimal state estimators for nonlinear systems and to use these methods to estimate the complexity of such filters. More specifically, we develop expansions for the autocorrelation function of the solution of a stochastic differential equation which is close to ...
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Asymptotic Efficiency of Inverse Estimators

Theory of Probability & Its Applications, 2000
Summary: Inverse estimation concerns the recovery of an unknown input signal from blurred observations on a known transformation of that signal. The estimators considered in this paper are based on a regularized inverse of the transformation involved, employing a Hilbert space set-up. We focus on properties related to weak convergence. It is shown that
van Rooij, A. C. M., Ruymgaart, F. H., van Zwet, W. R.   +2 more
openaire   +1 more source

The Periodic Lorentz Gas in The Boltzmann–Grad Limit: Asymptotic Estimates

, 2010
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.
J. Marklof, Andreas Strömbergsson
semanticscholar   +1 more source

Asymptotic Estimates of the Distribution of Brownian Hitting Time of a Disc

, 2010
The distribution of the first hitting time of a disc for the standard two-dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairly detailed asymptotic estimates of its density valid ...
K. Uchiyama
semanticscholar   +1 more source

Asymptotics of Oja Median Estimate

Statistics & Probability Letters, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Asymptotic Normality of some Estimators

Calcutta Statistical Association Bulletin, 1981
This paper uses martingale central limit theorem and continuous mapping theorem to establish asymptotic normality of log-likelihood ratio process, maximum likelihood estimators and the posterior distributions. Illustrative examples are given.
openaire   +2 more sources