Parametric Estimation of Diffusion Processes: A Review and Comparative Study [PDF]
Mathematics, 2021 This paper provides an in-depth review about parametric estimation methods for stationary stochastic differential equations (SDEs) driven by Wiener noise with discrete time observations.
Alejandra López-Pérez +2 more
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Semi-Parametric Estimation and Inference for the Mean Outcome of the Single Time-Point Intervention in a Causally Connected Population [PDF]
Journal of Causal Inference, 2017 We study the framework for semi-parametric estimation and statistical inference for the sample average treatment-specific mean effects in observational settings where data are collected on a single network of possibly dependent units (e.g., in the ...
Oleg Sofrygin, Mark J Van Der Laan
exaly +3 more sources
Neutrosophic Generalized Rayleigh Distribution with Application [PDF]
Neutrosophic Sets and Systems, 2023 In this paper, we consider the neutrosophic generalized Rayleigh distribution (NGRD). Various neutrosophic properties of NGRD are developed and discussed. The developed distribution is specifically more useful to model indeterminate data which are skewed
Mina Norouzirad +2 more
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Parametric Estimation of Lévy Processes [PDF]
, 2014 The main purpose of this chapter is to present some theoretical aspects of parametric estimation of Lévy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of explicit estimating functions are discussed.
Hiroki Masuda
openaire +2 more sources
A Non-Parametric Approach for Survival Analysis of Component-Based Software [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2020 Reliability of a software or system is the probability of system to perform its functions adequately for the stated time period under specific environment conditions.
Sandeep Chopra +4 more
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Bounding Surface Model and Parameters Study on Describing the Behavior of Cement-treated Clay with Cementation Degradation [PDF]
Zhengzhou Daxue xuebao. Gongxue ban, 2021 Based on the concept of modified mean effective stress, the effect of cementitious bonding and the loss of bonding during loading for cement-treated clay were described, in which most of the parameters could be got automatically by program calculation ...
YAN Fuyou +3 more
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An algorithm for non-parametric estimation in state-space models [PDF]
Computational Statistics & Data Analysis, 2020 State–space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series.
T. Chau, P. Ailliot, V. Monbet
semanticscholar +1 more source
Synthesis of Load and Feeder Models Using Point on Wave Measurement Data
IEEE Open Access Journal of Power and Energy, 2021 This paper describes a novel method to synthesize load and feeder models, by estimating the load composition and the load parameters, using instantaneous voltage and current measurements, obtained at the distribution level, from disturbance events.
Sameer Nekkalapu +5 more
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A Review of Shannon and Differential Entropy Rate Estimation
Entropy, 2021 In this paper, we present a review of Shannon and differential entropy rate estimation techniques. Entropy rate, which measures the average information gain from a stochastic process, is a measure of uncertainty and complexity of a stochastic process. We
Andrew Feutrill, Matthew Roughan
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Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
Mathematics, 2023 In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
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