Results 61 to 70 of about 94,647 (164)

Discharge‐Targeted Hydraulic Tomography to Quantify and Locate Aquifer Discharge

Groundwater, EarlyView.
Abstract Quantifying and localizing groundwater discharge is inherently difficult. It requires knowledge about hydraulic conductivity and the hydraulic gradient on the scale of interest. Conventional hydraulic testing, such as pumping tests, may fail in the presence of heterogeneity and complex structural boundaries.
Konstantin Drach, Carsten Leven, Olaf A. Cirpka   +2 more
wiley   +1 more source

Performance Analysis of Beamforming in MU-MIMO Systems for Rayleigh Fading Channels

IEEE Access, 2017
This paper characterizes the performance metrics of MU-MIMO systems under Rayleigh fading channels in the presence of both cochannel interference and additive noise with unknown channel state information and known correlation matrices. In the first task,
Ahmad Kamal Hassan, Muhammad Moinuddin, Ubaid M. Al-Saggaf, Tareq Y. Al-Naffouri   +3 more
doaj   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Revisiting reverberation

Acta Acustica
In 1992, the author proposed a generalization of the Sabine formula that develops reverberation time over a series of powers of the reflection coefficient on the boundaries.
Polack Jean-Dominique
doaj   +1 more source

On Integral Priors for Multiple Comparison in Bayesian Model Selection

International Statistical Review, EarlyView.
Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón, Juan Antonio Cano, Christian P. Robert   +2 more
wiley   +1 more source

Ergodicity, Decisions, and Partial Information

, 2012
In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that one may choose
A. Bellow, A.B. Nobel, A.W. Vaart van der, D. Berend, D. Pollard, D.J. Rudolph, H. Kunita, H. Totoki, J. Hoffmann-Jørgensen, J. Neveu, N. Etemadi, O. Cappé, O. Kallenberg, P. Chigansky, P. Moral Del, P. Walters, P.H. Algoet, R. Handel van, R. Handel van, R. Handel van, R. Handel van, R.M. Dudley, S. Meyn, T. Weissman, V.A. Volkonskiĭ   +24 more
core   +1 more source

Uniformly ergodic theorem for commuting multioperators

Electronic Journal of Differential Equations, 2006
In this paper, we established some uniformly Ergodic theorems by using multioperators satisfying the E-k condition introduce in [3]. One consequence, is that if $I-T$ is quasi-Fredholm and satisfies E-k condition then $T$ is uniformly ergodic.
Samir Lahrech, Abderrahim Mbarki, Abdelmalek Ouahab, Said Rais   +3 more
doaj  

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

Journal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

On the exchange of intersection and supremum of sigma-fields in filtering theory

, 2011
We construct a stationary Markov process with trivial tail sigma-field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles in the negative a conjecture of the author in the
A. Budhiraja, A. J. Majda, B. Weiss, D. S. Ornstein, F. Hollander den, H. Kesten, H. Kunita, H. Matzinger, H. Totoki, H. Weizsäcker von, I. Crimaldi, I. Meilijson, J. Brossard, L. Chaumont, M. Rahe, M. Smorodinsky, M. Yor, M. Émery, O. Cappé, P. A. Meyer, P. Baxendale, P. Chigansky, P. Masani, R. Handel van, R. Handel van, R. Handel van, Ramon van Handel, S. A. Kalikow, S. Laurent, S. Meyn, V. A. Volkonskii, Ya. G. Sinai   +31 more
core   +1 more source