Results 111 to 120 of about 10,636 (233)

Wavelet‐Based Hurst Exponent Estimation

WIREs Computational Statistics, Volume 18, Issue 3, September 2026.
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa, Fabrizio Ruggeri, Brani Vidakovic   +2 more
wiley   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

Journal of Time Series Analysis, Volume 47, Issue 5, Page 1013-1027, September 2026.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro, Valentin Patilea, Myriam Vimond   +2 more
wiley   +1 more source

Numerical Investigation of the Cumulant Expansion for Fourier Path Integrals

, 2012
Recent developments associated with the cumulant expansion of the Fourier path integral Monte Carlo method are illustrated numerically using a simple one-dimensional model of a quantum fluid.
Jimmie D. Doll, Sharif Kunikeev, Freeman, D. L., Plattner, Nuria, Freeman, David L., Plattner, N., Kunikeev, Sharif, Doll, Jimmie D., David L. Freeman, Doll, J. D., Nuria Plattner, Kunikeev, S.   +11 more
core   +1 more source

Large deviations for weighted random sums

Nonlinear Analysis, 2013
In the present paper we consider weighted random sums ZN = ∑j=1 N ajXj, where 0 0. Throughout this paper N is independent of {X, Xj , j = 1, 2,...} and, for definiteness, it is assumed Z0 = 0. The main idea of the paper is to present results on theorems
Aurelija Kasparavičiūtė, Leonas Saulis   +1 more
doaj  

Topological Susceptibility of the Gluon Plasma in the Stochastic-Vacuum Approach

Universe
Topological susceptibility of the SU(3) gluon plasma is calculated by accounting for both factorized and non-factorized contributions to the two-point correlation function of topological-charge densities.
Dmitry Antonov
doaj   +1 more source

Third Cumulant for Multivariate Aggregate Claim Models [PDF]

, 2015
The third moment cumulant for the aggregated multivariate claims is considered. A formula is presented for the general case when the aggregating variable is independent of the multivariate claims.
Podgorski, Krzysztof, Loperfido, Nicola, Mazur, Stepan   +2 more
core  

Cumulant microscopy

The invention describes a method and a microscopy system for imaging and analysing stochastically and independently blinking point-like emitters. A multiple-order cumulants analysis in conjunction with an established blinking model enables the extraction
Geissbuehler, Stefan, Lasser, Theo, Dellagiacoma, Claudio, Geissbuehler, Matthias   +3 more
core  

Cumulants

Scholarpedia, 2009
Peter McCullagh, John E. Kolassa
openaire   +2 more sources

On higher-order moment and cumulant estimation

, 2019
Moments and cumulants are involved in statistical analysis for a wide range of fields. A natural and popular approach to moment and cumulant estimation is based on the sample average.
Lok Hang Chan (8141220), Chunxue Li (8263752), Chun Yip Yau (8141229), Kun Chen (131048), Chung Wang Wong (8141226)   +4 more
core   +1 more source

Excited cluster states: A new source for proton number fluctuations in the high baryon density regime

Physics Letters B
We calculate the contribution of the decay products of excited nuclear cluster states to the event-by-event fluctuations of protons in the energy range from sNN=2−5 GeV within the statistical model.
Boris Tomášik, Marcus Bleicher
doaj   +1 more source