Results 61 to 70 of about 10,636 (233)
Estimation of Seismic Wavelets Based on the Multivariate Scale Mixture of Gaussians Model
Entropy, 2009 This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase).
Jing-Huai Gao, Bing Zhang
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Cumulate and Cumulative Granites and Associated Rocks [PDF]
Resource Geology, 2004 Abstract. Processes that move crystals relative to melt, that is crystal fractionation, are of major importance in producing variations that are observed within cogenetic suites of granites. In low‐temperature granite suites, crystal fractionation initially involves the progressive separation of crystals residual from partial melting from that partial
Bruce W. Chappell, Doone Wyborn
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Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
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Convergence Characteristics of the Cumulant Expansion for Fourier Path Integrals [PDF]
, 2010 The cumulant representation of the Fourier path integral method is examined to determine the asymptotic convergence characteristics of the imaginary-time density matrix with respect to the number of path variables N included.
Sharif D. Kunikeev +5 more
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Sixth-Second Order Normalized Cumulant Blind Equalization Algorithm Based on Oversampling
Dianxin kexue, 2014 Most existing blind equalization algorithms rely on partial or complete channel identification, but the channel order estimation is always a difficult task.
Xiaoqin Zhang, Yongsheng Hu, Liyi Zhang
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The discount version of large deviations for a randomly indexed sum of random variables
Lietuvos Matematikos Rinkinys, 2011 In this paper, we consider a compound random variable Z = \sum^N_{j=1} vjXj , where 0 < v < 1, Z = 0, if N = 0. It is assumed that independent identically distributed random variables X1,X2, . . .
Aurelija Kasparavičiūtė +1 more
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Electronic Notes in Theoretical Computer Science, 2003 AbstractIn this paper we use the concept of resource cumulation to model various forms of computation. The space of cumulations (called a cumulator) is simply represented as a five tuple consisting of a well-founded partial order, a monoid and a volume function.
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Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
Journal of Time Series Analysis, EarlyView.ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
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Derivations for Discrete-Time Cumulant Control [PDF]
, 1984 Expressions for discrete-time cumulant control systems are derived. These expressions are useful for both control system performance analysis and controller selection.
Roelant, Henk Albert
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Theorems on large deviations for the sum of random number of summands
Lietuvos Matematikos Rinkinys, 2010 In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i =
Aurelija Kasparavičiūtė +1 more
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