Results 31 to 40 of about 38,030 (174)

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

open access: yesInternational Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler   +3 more
wiley   +1 more source

Quantum detectors for the third cumulant of current fluctuations

open access: yes, 2006
We consider the measurement of the third cumulant of current fluctuations arising from a point contact, employing the transitions that they cause in a quantum detector connected to the contact.
Heikkila, Tero T., Ojanen, Teemu
core   +1 more source

Elliptic flow from two- and four-particle correlations in Au + Au collisions at sqrt{s_{NN}} = 130 GeV [PDF]

open access: yes, 2002
Elliptic flow holds much promise for studying the early-time thermalization attained in ultrarelativistic nuclear collisions. Flow measurements also provide a means of distinguishing between hydrodynamic models and calculations which approach the low ...
A. A. Derevschikov   +337 more
core   +2 more sources

On Exponential‐Family INGARCH Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang   +3 more
wiley   +1 more source

Critical Binder cumulant in two-dimensional anisotropic Ising models

open access: yes, 2005
The Binder cumulant at the phase transition of Ising models on square lattices with various ferromagnetic nearest and next-nearest neighbour couplings is determined using mainly Monte Carlo techniques.
Kamieniarz G   +4 more
core   +1 more source

Secant cumulants and toric geometry [PDF]

open access: yes, 2012
We study the secant line variety of the Segre product of projective spaces using special cumulant coordinates adapted for secant varieties. We show that the secant variety is covered by open normal toric varieties.
Michalek, Mateusz   +2 more
core   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal of Time Series Analysis, EarlyView.
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   +2 more
wiley   +1 more source

Hyperscaling breakdown and Ising Spin Glasses: the Binder cumulant

open access: yes, 2017
Among the Renormalization Group Theory scaling rules relating critical exponents, there are hyperscaling rules involving the dimension of the system. It is well known that in Ising models hyperscaling breaks down above the upper critical dimension.
Campbell, I. A., Lundow, P. H.
core   +1 more source

Cumulative defect

open access: yesTheoretical Computer Science, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Cumulative Radiation Damage and Cumulative Radiation Effect [PDF]

open access: yesActa Radiologica: Oncology, 1983
Different mathematical formulas capable of replacing CRE have been analyzed. The purpose was to develop an expression which would yield a value identical with CRE for regular treatment schedules, but would represent more clearly and more truthfully the radiation damage of tissue. This quantity has been called cumulative radiation damage (CRD). Its unit
openaire   +2 more sources

Home - About - Disclaimer - Privacy