Results 61 to 70 of about 617,206 (220)

The colonel blotto game based on probability and statistics [PDF]

, 2023
Senhao Hu
openalex   +1 more source

Correction The probabilities of large deviations for a certain class of statistics associated with multinomial distributions [PDF]

, 2021
Sherzod M. Mirakhmedov
openalex   +1 more source

A Fractional Process with Jumps for Modeling Karstic Spring Discharge Data

Mathematics
Fractal dimensions for the daily discharge data series of several karstic springs in northeast Hungary have recently been computed and analyzed. We model four of those series with similar fractal dimensions using a superposition of a fractional Ornstein ...
Dániel Boros, Edit Borbás, Amina Darougi, József Kovács, László Márkus   +4 more
doaj   +1 more source

Maximum likelihood estimation in the non-ergodic fractional Vasicek model

Modern Stochastics: Theory and Applications, 2019
We investigate the fractional Vasicek model described by the stochastic differential equation $d{X_{t}}=(\alpha -\beta {X_{t}})\hspace{0.1667em}dt+\gamma \hspace{0.1667em}d{B_{t}^{H}}$, ${X_{0}}={x_{0}}$, driven by the fractional Brownian motion ${B^{H}}$
Stanislav Lohvinenko, Kostiantyn Ralchenko   +1 more
doaj   +1 more source

Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance

Mathematics
The stochastic correlation for Brownian motions is the integrand in the formula of their quadratic covariation. The estimation of this stochastic process becomes available from the temporally localized correlation of latent price driving Brownian motions
László Márkus, Ashish Kumar, Amina Darougi   +2 more
doaj   +1 more source

Bayesian Inference for Questionable Data

Austrian Journal of Statistics, 2016
In this paper we develop Bayesian procedures for vague data. The data are assumed to be vague in the sense that the likelihood is a mixture of the model distribution and an error distribution.
Klaus Felsenstein
doaj   +1 more source

统计和概率Statistics and Probability代写怎么保证通过率?

, 2022
daixieesaay1
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Fractional Gaussian Noise: Projections, Prediction, Norms

Fractal and Fractional
We examine the one-sided and two-sided (bilateral) projections of an element of fractional Gaussian noise onto its neighboring elements. We establish several analytical results and conduct a numerical study to analyze the behavior of the coefficients of ...
Iryna Bodnarchuk, Yuliya Mishura, Kostiantyn Ralchenko   +2 more
doaj   +1 more source

Wiley Series in Probability and Statistics [PDF]

, 2007
Pieter M. Kroonenberg
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Wiley Series in Probability and Statistics [PDF]

, 2009
Linda M. Collins, Stephanie T. Lanza
openalex   +1 more source