Simulation-based Estimation Methods for Financial Time Series Models [PDF]
This chapter overviews some recent advances on simulation-based methods of estimating financial time series models that are widely used in financial economics.
Jun Yu
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Monte Carlo comparison of estimation methods for the two-parameter lognormal distribution
MATEC Web of Conferences, 2019 In the paper we compare performance of estimation methods for the two-parameter lognormal distribution via the Monte Carlo simulation. The comparison of performances is made with respect to their biases, variances, root mean square error. The methods are
Pobočíková Ivana +3 more
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A moment-distance hybrid method for estimating a mixture of two symmetric densities
Modern Stochastics: Theory and Applications, 2018 In clustering of high-dimensional data a variable selection is commonly applied to obtain an accurate grouping of the samples. For two-class problems this selection may be carried out by fitting a mixture distribution to each variable.
David Källberg +2 more
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, 2019 Updates: Weber, J. S. (2016) - What Can We Learn from Correct Calculation of Histograms? - In JSM Proceedings, Stat. Graphics Sect.. Alexandria, VA: Amer. Stat. Assoc. 1893-1913. Weber, J. S. (2016) - Calculating Method of Moments Uniform Bin Width Histograms.
Weber, James S., Lazar, Nicole A.
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Galerkin’s Spectral Method in the Analysis of Antenna Wall Operation
Applied SciencesIn this paper, a solution to the problem of electromagnetic field scattering on a periodic, constrained, planar antenna structure placed on the boundary of two dielectric media was formulated.
Marian Wnuk
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The zero inflated negative binomial – Crack distribution: some properties and parameter estimation [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2015 The zero inflated negative binomial-Crack (ZINB-CR) distribution is a mixture of Bernoulli distribution and negative binomial-Crack (NB-CR) distribution, which is an alternative distribution for the excessive zero counts and overdispersion.
Pornpop Saengthong +2 more
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Method of moments solution to ethylene glycol based Al2O3 nanofluid flow through expanding/contracting rectangular channel. [PDF]
Heliyon, 2023 Muhammad N, Ahmed N.
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Физика волновых процессов и радиотехнические системыBackground. The article is devoted to the development of a computationally efficient numerical solution to the diffraction problem on an infinitely thin ideally conducting circular disk.
Dmitry K. Ketukh
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Surface Profile Recovery from Electromagnetic Fields with Physics-Informed Neural Networks
Remote SensingPhysics-informed neural networks (PINN) have shown their potential in solving both direct and inverse problems of partial differential equations. In this paper, we introduce a PINN-based deep learning approach to reconstruct one-dimensional rough ...
Yuxuan Chen +4 more
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Further developments of the extended quadrature method of moments to solve population balance equations. [PDF]
Heliyon, 2023 Turan M, Dutta A.
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