Results 71 to 80 of about 2,354,212 (232)

On the Future of Data Analysis

Austrian Journal of Statistics, 2016
This contribution is based on a discussion on the future of data analysis which took place on the last day of the symposium IDA 2000. By different discussants the main problems of current data analysis as well as future developments were discussed ...
Reinhard Viertl
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Existence and uniqueness of mild solution to fractional stochastic heat equation

Modern Stochastics: Theory and Applications, 2018
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset {\mathbb{R}^{d}}$ and driven by an ${L^{2}}(D)$-valued fractional Brownian motion with the Hurst index $H>1/2$, a new result on ...
Kostiantyn Ralchenko, Georgiy Shevchenko
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Wiley Series in Probability and Statistics [PDF]

, 2009
Linda M. Collins, Stephanie T. Lanza
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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
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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
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Probability and statistics with reliability, queueing, and computer science applications (trivedi, k.s.) [book review] [PDF]

, 2018
Faysal Marzuk
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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
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Wiley Series in Probability and Statistics [PDF]

, 2004
David J. Marchette, Samuel Wilks, David Balding, Noel Cressie, Nicholas Fisher, Iain Johnstone, J Kadane, Geert Molenberghs, M Louise, David Ryan, Adrian Scott, Smith, L Jozef, Teugels, Vic Barnett, J Hunter, David Kendall   +16 more
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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
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A confounding bridge approach for double negative control inference on causal effects

Statistical Theory and Related Fields
Unmeasured confounding is a key challenge for causal inference. In this paper, we establish a framework for unmeasured confounding adjustment with negative control variables.
Wang Miao, Xu Shi, Yilin Li, Eric J. Tchetgen Tchetgen   +3 more
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