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Markov-Functional Interest Rate Models [PDF]
SSRN Electronic Journal, 1998 The authors propose models that can fit the observed prices of liquid instruments in a similar fashion to the market models, but which also have the advantage that prices can be calculated just as efficiently as in the short-rate models of the traditional approach.
Joanne Kennedy +2 more
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Proceedings of INFOCOM '97, 2002
Rate-function scheduling (RFS) is a new deadline-based packet-scheduling service discipline that supports quality-of-service guarantees for applications with real-time communication requirements. RFS is distinguished from other service disciplines in that it achieves all of the following goals: analytically-derived performance bounds, performance ...
N.R. Figueira, J. Pasquale
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Rate-function scheduling (RFS) is a new deadline-based packet-scheduling service discipline that supports quality-of-service guarantees for applications with real-time communication requirements. RFS is distinguished from other service disciplines in that it achieves all of the following goals: analytically-derived performance bounds, performance ...
N.R. Figueira, J. Pasquale
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The Reversed Hazard Rate Function
Probability in the Engineering and Informational Sciences, 1998In this paper we discuss some properties of the reversed hazard rate function. This function has been shown to be useful in the analysis of data in the presence of left censored observations. It is also natural in discussing lifetimes with reversed time scale.
Block, Henry W. +2 more
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Logistic growth rate functions
Journal of Theoretical Biology, 1968Assuming an S-shaped population or organism size versus time curve and a growth rate law of the form dPdt = constant XPa (P∞−P)b where P is the population or size at any time, t, and P∞ is the limiting population at infinite time, several methods are available for evaluating the exponential pair (a, b).
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Discrete hazard rate functions
Computers & Operations Research, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shaked, Moshe +2 more
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SSRN Electronic Journal, 2016
Asset price dynamics are taken to be accumulations of surprise jumps in the logarithm of prices. A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level. Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation ...
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Asset price dynamics are taken to be accumulations of surprise jumps in the logarithm of prices. A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level. Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation ...
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Microvascular Function at Reduced Flow Rates
Journal of Tissue Viability, 1976Microvascular reactions to reduced flow in human skin as observed by vital microscopy are described. The behaviour of the cellular components of blood is analysed. Recirculation with only minor disturbances in the microcirculation was found even after complete occlusion for three hours.
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Exchange Rate Expectations and Functional Misspecification
The Review of Economics and Statistics, 1994The authors employ the Cooley-Prescott adaptive model to examine for functional misspecification in three commonly used exchange rate expectation models. They also test for heterogeneity among forecasts. The authors find no serious misspecification problem but some heterogeneity in expectations.
Boyd, Roy, Doroodian, Khosrow
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Hazard Functions, Renewal Rates and Peril Rates
SAE Technical Paper Series, 1970<div class="htmlview paragraph">Reliability models appropriate to 1) non-repairable parts, 2) sockets and 3) repairable systems are presented. It is shown that a renewal process is usually appropriate as a model for a socket but generally is implausible as a repairable system model. Several models for repairable systems are proposed.
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1990
We have seen that the distortion-rate function of a source with respect to a distortion measure provides an unbeatable, yet approximately achievable, bound on the performance of a fixed-rate data compression system with unconstrained block length or delay.
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We have seen that the distortion-rate function of a source with respect to a distortion measure provides an unbeatable, yet approximately achievable, bound on the performance of a fixed-rate data compression system with unconstrained block length or delay.
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