Results 21 to 30 of about 10,645,086 (283)
Executive stock option exercise with full and partial information on a drift change point [PDF]
, 2020 We analyse the optimal exercise of an executive stock option (ESO) written on a stock whose drift parameter falls to a lower value at a change point, an exponentially distributed random time independent of the Brownian motion driving the stock.
Henderson, Vicky +3 more
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m-Consecutive-k-out-of-n: F Structures with a Single Change Point
Mathematics, 2020 In the present article, we introduce the m-consecutive-k-out-of-n:F structures with a single change point. The aforementioned system consists of n independent components, of which the first n1 units are identically distributed with common reliability p1,
Ioannis S. Triantafyllou
doaj +1 more source
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality [PDF]
, 2018 The problem of univariate mean change point detection and localization based on a sequence of $n$ independent observations with piecewise constant means has been intensively studied for more than half century, and serves as a blueprint for change point ...
Rinaldo, Alessandro, Wang, Daren, Yu, Yi
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Remote Sensing, 2021 Lake level is a sensitive integral indicator of climate change on regional scales, especially in enclosed endorheic basins. Eurasia contains the largest endorheic zone with several large terminal lakes, whose water levels recently underwent remarkable ...
Xin Zhang +2 more
doaj +1 more source
An empirical study on assessment of trend analysis: Food grain production in India [PDF]
Journal of Agricultural Sciences (Belgrade), 2023 Considering the importance of the food grains to be specified-rice, wheat, coarse cereals, and pulses-is vital in developing the Indian economy. This paper carries out change point detection and trend analysis for the annual historical series of food ...
Polisetty Kalpana +3 more
doaj +1 more source
Does Biochar Addition Influence the Change Points of Soil Phosphorus Leaching?
Journal of Integrative Agriculture, 2014 Phosphorus change point indicating the threshold related to P leaching, largely depends on soil properties. Increasing data have shown that biochar addition can improve soil retention capacity of ions.
Xiao-rong ZHAO +3 more
doaj +1 more source
Testing effort based software reliability assessment incorporating FRF and change point [PDF]
Yugoslav Journal of Operations Research, 2020 In today's World, to meet the demand of high quality and reliable software systems, it is imperative to perform comprehensive testing and debugging of the software code. The fault detection and removal rate may change over time.
Arora Rajat, Aggarwal Anu G.
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FDR-Control in Multiscale Change-point Segmentation [PDF]
, 2015 Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently received great attention.
Li, Housen, Munk, Axel, Sieling, Hannes
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Sequential subspace change point detection [PDF]
Sequential Analysis, 2020 We consider the online monitoring of multivariate streaming data for changes that are characterized by an unknown subspace structure manifested in the covariance matrix. In particular, we consider the covariance structure changes from an identity matrix to an unknown spiked covariance model.
Liyan Xie +2 more
openaire +2 more sources
Dirichlet Process Hidden Markov Multiple Change-point Model [PDF]
, 2014 This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori.
Chong, Terence T. L. +2 more
core +2 more sources