Results 21 to 30 of about 18,593,943 (305)
A Continuous Time GARCH Process of Higher Order [PDF]
, 2005 A continuous time GARCH model of order (p,q) is introduced, which is driven by a single Lévy process. It extends many of the features of discrete time GARCH(p,q) processes to a continuous time setting.
Lindner, Alexander M. +2 more
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Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data
Frontiers in Psychology, 2017 The Experience Sampling Method is a common approach in psychological research for collecting intensive longitudinal data with high ecological validity. One characteristic of ESM data is that it is often unequally spaced, because the measurement intervals
Silvia de Haan-Rietdijk +5 more
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Positivity of fractional descriptor linear continuous-time systems [PDF]
Bulletin of the Polish Academy of Sciences: Technical Sciences, 2019 The positivity of fractional descriptor linear continuous-time systems is investigated. The solution to the state equation of the systems is derived. Necessary and sufficient conditions for the positivity of fractional descriptor linear continuous-time ...
T. Kaczorek
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On equilibrium prices in continuous time [PDF]
Journal of Economic Theory, 2010 We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
V. Filipe Martins-da-Rocha, Frank Riedel
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Positivity of Continuous-Time Descriptor Systems With Time Delays [PDF]
, 2014 This technical note is concerned with positivity characteristic of continuous-time descriptor systems with time delays. First, a set of necessary and sufficient conditions is presented to check the property.
Yan, Xinggang +3 more
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Analysis and comparison of the stability of discrete-time and continuous-time linear systems
Archives of Control Sciences, 2016 The asymptotic stability of discrete-time and continuous-time linear systems described by the equations xi+1 = Ākxi and x(t) = Akx(t) for k being integers and rational numbers is addressed. Necessary and sufficient conditions for the asymptotic stability
Kaczorek Tadeusz
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Continuous-Time Pipelined ADC: A Breed of Continuous-Time ADCs for Wideband Data Conversion
IEEE Open Journal of the Solid-State Circuits Society, 2023 The continuous-time (CT) pipelined analog-to-digital converter (ADC) is an emerging ADC architecture suitable for wide- bandwidth (BW) digitization in fully integrated receiver applications.
Hajime Shibata
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Theoretical Computer Science, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tim French 0002 +2 more
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Stability of convex linear combinations of continuous-time and discrete-time linear systems [PDF]
Archives of Control SciencesThe asymptotic stability of the convex linear combination of continuous-time and discretetime linear systems is considered. Using the Gershgorin theorem it is shown that the convex linear combination of the linear asymptotically stable continuous-time ...
Tadeusz Kaczorek
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Continuous-Time Casino Problems [PDF]
Mathematics of Operations Research, 1988 A gambler or an investor seeks to increase his fortune by a given amount before going bankrupt. The problem can be formulated as a stochastic control problem on an interval and is called a “continuous-time casino” if certain natural conditions are satisfied.
Victor C. Pestien, William D. Sudderth
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