Recursive linear estimation for discrete time systems in the presence of different multiplicative observation noises [PDF]
This paper describes a design for a least mean square error estimator in discrete time systems where the components of the state vector, in measurement equation, are corrupted by different multiplicative noises in addition to observation noise.
Tere M. García-Muñoz +1 more
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Multiplicative models of financial returns an what we fail to get when they are disregarded [PDF]
This paper puts forward an alternative approach to multiplicative models and their assessment of returns out of financial assets. Firstly, it lays down an operative definition but also sets forth a commutative framework of mappings to provide foundations
Rodolfo Apreda
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On (2, n)-Hyperideals of Commutative Multiplicative Hyperrings
We introduce and study (2, n)-hyperideals in commutative multiplicative hyperrings, a new class of hyperideals that simultaneously generalizes n-hyperideals and 2-absorbing primary hyperideals. Our central result characterizes (2, n)-hyperideals intrinsically: a proper hyperideal I is a (2, n)-hyperideal if and only if it is 2-absorbing primary and √I =
Elif Özel Ay, Gürsel Yeşilot
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Algorithmic Modeling of Multiplicative Hyperrings and Their Cryptographic Applications
Hyperstructures, which have gained increasing importance in the field of Abstract Algebra in recent years, differ from classical algebraic structures in that the result of an operation can be a set rather than a single element. This property gives them the potential to produce multiple outcomes and offer a higher level of complexity This study focuses ...
Fatma Zehra Aytaş +2 more
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Testing Multiplicative Error Models Using Conditional Moment Tests [PDF]
We suggest a robust form of conditional moment test as a constructive test for func- tional misspecification in multiplicative error models. The proposed test has power solely against violations of the conditional mean restriction but is not affected by ...
Nikolaus Hautsch
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A novel study on the structure of left almost hypermodules. [PDF]
HeliyonAbughazalah N +3 more
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Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes [PDF]
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed on high frequencies, such as cumulated trading ...
Peter Malec +2 more
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Some Nonlinear Exponential Smoothing Models are Unstable [PDF]
This paper discusses the instability of eleven nonlinear state space models that underly exponential smoothing. Hyndman et al. (2002) proposed a framework of 24 state space models for exponential smoothing, including the well-known simple exponential ...
Rob J Hyndman, Muhammad Akram
core
On Weakly S-Prime Hyperideals of Multiplicative Hyperrings
Let Γ be a commutative with identity multiplicative hyperring and S ⊆ Γ be a multiplicatively closed subset of Γ. In this study, we will discuss the definition and general properties of weakly Γ-prime hyperideals. Let Ω be a hyperideal of Γ disjoint from S.
Elif Basak Turkoglu +3 more
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Prime hyperideal in multiplicative ternary hyperrings
International Journal of Algebra, 2016 Md. Salim, T. K. Dutta
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