Results 11 to 20 of about 716,617 (262)

A Generic Approach to Covariance Function Estimation Using ARMA-Models

open access: yesMathematics, 2020
Covariance function modeling is an essential part of stochastic methodology. Many processes in geodetic applications have rather complex, often oscillating covariance functions, where it is difficult to find corresponding analytical functions for ...
Till Schubert   +3 more
doaj   +1 more source

SL(n) covariant function-valued valuations [PDF]

open access: yesAdvances in Mathematics, 2021
Classifications of $\rm{SL}(n)$ covariant function-valued valuations are established with some assumptions of continuity. New valuations, for example, weighted moment functions, are introduced and our classifications give unified characterizations of the Laplace transform on convex bodies, $L_p$ moment bodies, $L_p$ difference bodies, and polar $L_p ...
openaire   +2 more sources

Analysis of Dynamic Parameters of a Railway Bridge

open access: yesApplied Sciences, 2019
This article analyses the dispersion of vibration accelerations of a railway bridge during the passage of a train, and presents an analysis of their parameters after the application of the theory of covariance functions.
Artūras Kilikevičius   +3 more
doaj   +1 more source

Conformal covariant correlation functions

open access: yesNuclear Physics B, 1972
The general constraints of “full conformal symmetry”, on n-point correlation functions are discussed. An identity for the three-point correlation function is derived from conformal symmetry, which allows to derive an integral representation for any “irreducible” conformal graph.
S.FERRARA, G.PARISI
openaire   +1 more source

Bivariate covariance functions of Pólya type

open access: yesJournal of Multivariate Analysis, 2023
We provide sufficient conditions of Pólya type which guarantee the positive definiteness of a $2\times 2$-matrix-valued function in $\mathbb{R}$ and $\mathbb{R}^3$. Several bivariate covariance models have been proposed in literature, where all components of the covariance matrix are of the same parametric family, such as the bivariate Matérn model ...
Olga Moreva, Martin Schlather
openaire   +2 more sources

Means and covariance functions for geostatistical compositional data: an axiomatic approach [PDF]

open access: yes, 2017
This work focuses on the characterization of the central tendency of a sample of compositional data. It provides new results about theoretical properties of means and covariance functions for compositional data, with an axiomatic perspective.
A Kolmogorov   +29 more
core   +2 more sources

Predição de valores genéticos para a produção de leite no dia do controle e para a produção acumulada até 305 dias Predicting breeding values for test-day records and accumulated 305 day milk yield

open access: yesRevista Brasileira de Zootecnia, 2005
Foram estimados valores genéticos para as produções de leite no dia do controle de animais da raça Caracu, usando modelo unicaracterístico padrão (TDMO) e modelo de regressão aleatória (MRA).
Lenira El Faro   +1 more
doaj   +1 more source

Two-Dimensional Sampling-Recovery Algorithm of a Realization of Gaussian Processes on the Input and Output of Linear Systems

open access: yesEntropy, 2020
Based on the application of the conditional mean rule, a sampling-recovery algorithm is studied for a Gaussian two-dimensional process. The components of such a process are the input and output processes of an arbitrary linear system, which are ...
Vladimir Kazakov   +2 more
doaj   +1 more source

On Time Correlations for KPZ Growth in One Dimension [PDF]

open access: yes, 2016
Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate.
Ferrari, Patrik L., Spohn, Herbert
core   +1 more source

Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model

open access: yesModern Stochastics: Theory and Applications, 2020
In a continuous time nonlinear regression model the residual correlogram is considered as an estimator of the stationary Gaussian random noise covariance function.
Alexander Ivanov, Kateryna Moskvychova
doaj   +1 more source

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