Results 11 to 20 of about 444,093 (258)
Sampled-data filtering with error covariance assignment [PDF]
, 2001 Copyright [2001] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services.
Huang, B, Wang, Z, Huo, P
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Covariance matrix estimation with heterogeneous samples [PDF]
, 2008 We consider the problem of estimating the covariance matrix Mp of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly Mp.
Bidon, Stéphanie +2 more
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Robust covariance estimation for data fusion from multiple sensors [PDF]
, 2011 This paper addresses the robust estimation of a covariance matrix to express uncertainty when fusing information from multiple sensors. This is a problem of interest in multiple domains and applications, namely, in robotics.
Lazarus, Samuel B. +5 more
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Geodesy and Cartography, 2012 Research demonstrates the accuracy of pseudo distance measurements evaluating the impact of the refraction index and spread speed of vibrations in the vacuum.
Jonas Skeivalas
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Modelowanie kowariancji kursów walutowych z zastosowaniem cen minimalnych i maksymalnych
Problemy Zarządzania, 2019 The article presents a proposal for exchange rate modelling by means of minimum and maximum prices that enables a better description of dependencies in the foreign exchange market.
Piotr Fiszeder
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Nonparametric estimation of covariance functions by model selection [PDF]
, 2009 We propose a model selection approach for covariance estimation of a stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of the covariance function by ...
Muniz Alvarez, Lilian +9 more
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THE CO-MOVEMENT CONNECTION BETWEEN THE GDP AND THE MAIN STOCK MARKET INDEX. THE CASES OF USA AND ROMANIA [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 A recurring problem among economists is that of the connection supposed to exist between the Gross Domestic Product and the main stock market index. Several studies have been conducted, trying to analyze the existence and the extent of this connection,
IOAN ROXANA
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Ecology and Evolution, 2020 Theoretical studies suggest that temporal covariation among and temporal autocorrelation within demographic rates are important features of population dynamics.
Rémi Fay +4 more
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Review on Efficiency and Anomalies in Stock Markets
Economies, 2020 The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some ...
Kai-Yin Woo +3 more
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Covariance between the forward recurrence time and the number of renewals
Modern Stochastics: Theory and Applications, 2021 Recurrence times and the number of renewals in $(0,t]$ are fundamental quantities in renewal theory. Firstly, it is proved that the upper orthant order for the pair of the forward and backward recurrence times may result in NWUC (NBUC) interarrivals.
Sotirios Losidis
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