Results 11 to 20 of about 7,057,920 (327)

Asymptotic series solution of variational stokes problems in planar domain with crack-like singularity

open access: yesApplied Mathematics in Science and Engineering, 2022
A class of nonlinear variational problems describing incompressible fluids and solids by stationary Stokes equations given in a planar domain with a crack (infinitely thin flat plate in fluids) is considered.
Victor A. Kovtunenko, Kohji Ohtsuka
doaj   +1 more source

The Convergence Rates of Large Volatility Matrix Estimator Based on Noise, Jumps, and Asynchronization

open access: yesMathematics, 2023
At the turn of the 21st century, the wide availability of high-frequency data aroused an increasing demand for better modeling and statistical inference.
Erlin Guo, Cuixia Li, Fengqin Tang
doaj   +1 more source

A Nuisance-Free Inference Procedure Accounting for the Unknown Missingness with Application to Electronic Health Records

open access: yesEntropy, 2020
We study how to conduct statistical inference in a regression model where the outcome variable is prone to missing values and the missingness mechanism is unknown.
Jiwei Zhao, Chi Chen
doaj   +1 more source

Inferences of the Multicomponent Stress–Strength Reliability for Burr XII Distributions

open access: yesMathematics, 2022
Multicomponent stress–strength reliability (MSR) is explored for the system with Burr XII distributed components under Type-II censoring. When the distributions of strength and stress variables have Burr XII distributions with common or unequal inner ...
Yuhlong Lio   +3 more
doaj   +1 more source

In-fill asymptotic theory for structural break point in autoregressions

open access: yesEconometric Reviews, 2020
This article obtains the exact distribution of the maximum likelihood estimator of structural break point in the Ornstein–Uhlenbeck process when a continuous record is available.
Liang Jiang, Xiaohu Wang, Jun Yu
semanticscholar   +1 more source

Maximum Likelihood Estimation for the Fractional Vasicek Model

open access: yesEconometrics, 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
doaj   +1 more source

Smooth Metric Adjusted Skew Information Rates [PDF]

open access: yesQuantum, 2023
Metric adjusted skew information, induced from quantum Fisher information, is a well-known family of resource measures in the resource theory of asymmetry.
Koji Yamaguchi, Hiroyasu Tajima
doaj   +1 more source

A review of asymptotic theory of estimating functions [PDF]

open access: yesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems, 2017
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic distribution are treated ...
J. Jacod, Michael Sørensen
semanticscholar   +1 more source

Asymptotic States in Non-Local Field Theories [PDF]

open access: yes, 1996
Asymptotic states in field theories containing non-local kinetic terms are analyzed using the canonical method, naturally defined in Minkowski space. We apply our results to study the asymptotic states of a non-local Maxwell-Chern-Simons theory coming ...
Barci, D. G., Oxman, L. E.
core   +2 more sources

Asymptotic symmetries in Carrollian theories of gravity with a negative cosmological constant

open access: yesJournal of High Energy Physics, 2022
Asymptotic symmetries of electric and magnetic Carrollian gravitational theories with a negative cosmological constant Λ are analyzed in 3+1 space-time dimensions.
Alfredo Pérez
doaj   +1 more source

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