Time-scale analysis of abrupt changes corrupted by multiplicative noise [PDF]
, 2000 Multiplicative Abrupt Changes (ACs) have been considered in many applications. These applications include image processing (speckle) and random communication models (fading).
Chabert, Marie +5 more
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Cramer–Rao lower bounds for change points in additive and multiplicative noise [PDF]
, 2004 The paper addresses the problem of determining the Cramer–Rao lower bounds (CRLBs) for noise and change-point parameters, for steplike signals corrupted by multiplicative and/or additive white noise. Closed-form expressions for the signal and noise CRLBs
Ferrari, André +2 more
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Detection of multiplicative noise in stationary random processes using second- and higher order statistics [PDF]
, 2000 This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process.
Coulon, Martial +2 more
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Spatio-temporal epidemic modelling using additive-multiplicative intensity models [PDF]
, 2008 An extension of the stochastic susceptible-infectious-recovered (SIR) model is proposed in order to accommodate a regression context for modelling infectious disease surveillance data. The proposal is based on a multivariate counting process specified by
Höhle, Michael
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Cross hedging under multiplicative basis risk [PDF]
, 2011 Cross hedging price risk in an incomplete financial market creates basis risk. We propose a new way of modeling basis risk where price risk and basis risk are combined in a multiplicative way.
Axel F.A. Adam-Müller +4 more
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Multiplicative latent force models [PDF]
, 2020 Latent force models (LFM) are a class of flexible models of dynamic systems, combining a simple mechanistic model with the flexibility of an additive inhomogeneous Gaussian process (GP) forcing term.
Tait, Daniel J.
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Multiplicative zero-one laws and metric number theory [PDF]
, 2013 We develop the classical theory of Diophantine approximation without assuming monotonicity or convexity. A complete `multiplicative' zero-one law is established akin to the `simultaneous' zero-one laws of Cassels and Gallagher.
Velani, Sanju +2 more
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Strongly multiplicative and 3-multiplicative linear secret sharing schemes [PDF]
, 2008 Strongly multiplicative linear secret sharing schemes (LSSS) have been a powerful tool for constructing secure multi-party computation protocols. However, it remains open whether or not there exist efficient constructions of strongly multiplicative LSSS ...
Wang, Huaxiong +9 more
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Capturing the zero: a new class of zero-augmented distributions and multiplicative error processes [PDF]
, 2010 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 ...
Hautsch, Nikolaus +2 more
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Heights and multiplicative relations on algebraic varieties [PDF]
, 2007 Points on a subvariety X of a semi-abelian variety A that are contained in a subgroup, let the subgroup be of finite rank or algebraic, are subject to severe restrictions arithmetical nature. Finiteness results for intersections of X with subgroups of
Habegger, Philipp
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