Results 211 to 220 of about 311,052 (319)

Functional Vašiček Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka   +4 more
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania   +2 more
wiley   +1 more source

Quantum gravity: are we there yet? [PDF]

open access: yesPhilos Trans A Math Phys Eng Sci
Majid S.
europepmc   +1 more source

SOLUTION OF A SYSTEM OF LINEAR ALGEBRAIC EQUATIONS USING THE SQUARE ROOT METHOD AND DEVELOPMENT OF SOFTWARE

open access: green
Chay Zoya Sergeyevna, Rakhimova Feruza Saidovna, Aliqulov Yolqin Kadirovich, Islamova Odila Abduraimovna, Teachers of the Tashkent University of Information Technologies named after Muhammad al-Khorezmiy   +1 more
openalex   +1 more source

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