Results 131 to 140 of about 10,447 (303)
The Canadian Journal of Chemical Engineering, EarlyView.Abstract The objective of this work is to demonstrate that the inclusion of an up‐flow anaerobic sludge bed (UASB reactor) within an industrial wastewater treatment plant reduces the plant's investment and operating costs compared to a system based solely on conventional complete‐mix activated sludge (CMAS), operating under the same design principles ...
Juan Manuel Morgan‐Sagastume +1 more
wiley +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Exactification of the Poincaré asymptotic expansion of the Hankel integral: spectacularly accurate asymptotic expansions and non-asymptotic scales. [PDF]
Proc Math Phys Eng Sci, 2014 Galapon EA, Martinez KM.
europepmc +1 more source
Asymptotic properties of cross‐classified sampling designs
Canadian Journal of Statistics, EarlyView.Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Long Memory and Long Run Variation [PDF]
May 2008 A commonly used defining property of long memory time series is the power law decay of the autocovariance function. Some alternative methods of deriving this property are considered working from the alternate definition in terms of a fractional ...
Peter C.B. Phillips
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Solutions approaching polynomials at infinity to nonlinear ordinary differential equations
Electronic Journal of Differential Equations, 2005 This paper concerns the solutions approaching polynomials at $infty $ to $n$-th order ($n$ greater than 1) nonlinear ordinary differential equations, in which the nonlinear term depends on time $t$ and on $x,x',dots ,x^{(N)}$, where $x$ is the unknown ...
Christos G. Philos +1 more
doaj
Bayesian inverse ensemble forecasting for COVID‐19
Canadian Journal of Statistics, EarlyView.Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley +1 more source
"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options" [PDF]
This paper develops a Fourier transform method with an asymptotic expansion approach for option pricing. The method is applied to European currency options with a libor market model of interest rates and jump-diffusion stochastic volatility models of ...
Kohta Takehara, Akihiko Takahashi
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A goodness‐of‐fit test for regression models with discrete outcomes
Canadian Journal of Statistics, EarlyView.Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang +2 more
wiley +1 more source
Matched Asymptotic Expansions for Valuing Spread Options
, 2008 Spread Options are crucial in the energy, currency and fixed income, and com- modity markets. The problem with spread options is that there are no closed- form formulae to price or hedge them.
Charara, Razan
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