Results 1 to 10 of about 34,162 (120)
Mathematics, 2023 This paper studies single change-point detection in the volatility of a class of parametric conditional heteroscedastic autoregressive nonlinear (CHARN) models.
Mohamed Salah Eddine Arrouch +2 more
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Interval Estimation for Amplitude-Dependent Exponential Autoregressive (EXPAR) Models [PDF]
The Egyptian Statistical Journal, 2000 Jones (1976) and Ozaki and Oda (1978) independently introduced a class of nonlinear models known as amplitude-dependent exponential autoregressive (EXPAR) models. Many authors have discussed the usefulness of these models (e.g. Qzaki, 1993).
M. Abdelhafez, M. Ismail
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Journal of King Saud University: Computer and Information Sciences, 2023 Real-time system status detection must be accurate and reliable due to the close coupling of Cyber–Physical Systems (CPS) components. In order to improve the effectiveness of the CPS anomaly detection method, this paper proposes a real-time detection ...
Jing Zhang +4 more
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The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [PDF]
Mathematics and Modeling in Finance, 2021 This paper presents a nonlinear autoregressive model with Ornstein Uhlenbeck processes innovation driven with white noise. Notations and preliminaries are presented about the Ornstein Uhlenbeck processes that have important ...
Parisa Nabati
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Sensors, 2020 Satellite geodetic networks are commonly used in surveying tasks, but they can also be used in mobile surveys. Mobile satellite surveys can be used for trackage inventory, diagnostics and design. The combination of modern technological solutions with the
Krzysztof Czaplewski +14 more
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Use of a Least Squares with Conditional Equations Method in Positioning a Tramway Track in the Gdansk Agglomeration [PDF]
TransNav, 2019 Satellite measurement techniques have been used for many years in different types of human activity, including work related to staking out and making use of rail infrastructure.
Krzysztof Czaplewski +9 more
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On the Estimation for Compound Poisson Inarch Processes
Revstat Statistical Journal, 2021 Considering the wide class of discrete Compound Poisson INARCH models, introduced in [6], the main goal of this paper is to develop and compare parametric estimation procedures for first-order models, applicable without specifying the conditional ...
E. Gonçalves +2 more
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On the Burr XII-moment exponential distribution.
PLoS ONE, 2021 In this study, a new flexible lifetime model called Burr XII moment exponential (BXII-ME) distribution is introduced. We derive some of its mathematical properties including the ordinary moments, conditional moments, reliability measures and ...
Fiaz Ahmad Bhatti +4 more
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Advances in Difference Equations, 2021 The purpose of this paper is to investigate the numerical solutions to two-dimensional forward backward stochastic differential equations(FBSDEs). Based on the Fourier cos-cos transform, the approximations of conditional expectations and their errors are
Xiaofei Li +4 more
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Axioms, 2023 INAR models have the great advantage of being able to capture the conditional distribution of a count time series based on their past observations, thus allowing it to be tailored to meet the unique characteristics of count data.
Fatimah E. Almuhayfith +5 more
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