Results 61 to 70 of about 26,242 (213)

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

Baryon number conservation and the cumulants of the net proton distribution

open access: yes, 2012
We discuss the modification of the cumulants of the net baryon and net proton distributions due to the global conservation of baryon number in heavy-ion collisions. Corresponding probability distributions and their cumulants are derived analytically.
A. Bzdak, V. Koch, V. Koch, V. Skokov
core   +1 more source

Genuine Correlations of Like-Sign Particles in Hadronic Z0 Decays [PDF]

open access: yes, 2001
Correlations among hadrons with the same electric charge produced in Z0 decays are studied using the high statistics data collected from 1991 through 1995 with the OPAL detector at LEP.
A Bellerive   +369 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

Event-by-event cumulants of azimuthal angles

open access: yesEuropean Physical Journal C: Particles and Fields, 2022
We further develop the recently proposed event-by-event cumulants of azimuthal angles. The role of reflection symmetry, permutation symmetry, frame independence, and relabeling of particle indices in the cumulant expansion is discussed in detail.
Ante Bilandzic
doaj   +1 more source

Fluctuations of the heat flux of a one-dimensional hard particle gas

open access: yes, 2010
Momentum-conserving one-dimensional models are known to exhibit anomalous Fourier's law, with a thermal conductivity varying as a power law of the system size.
A. Gerschenfeld   +10 more
core   +3 more sources

Photographing the wave function of the Universe [PDF]

open access: yes, 1999
We show that density fluctuations in standard inflationary scenarios may take the most general non-Gaussian distribution if the wave function of the Universe is not in the ground state.
Albrecht   +19 more
core   +2 more sources

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

Simulation of Reflections from the Underlying Surface in an On-Board Radar with SAR

open access: yesSensors
This study investigates the selection of suitable statistical models for speckle reflections from the underlying surface under low-altitude sensing conditions.
Vladimir Yu. Volkov, Vadim A. Nenashev
doaj   +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

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