Results 11 to 20 of about 7,601,921 (311)
Rate Distortion Theory for Descriptive Statistics
Entropy, 2023 Rate distortion theory was developed for optimizing lossy compression of data, but it also has applications in statistics. In this paper, we illustrate how rate distortion theory can be used to analyze various datasets.
Peter Harremoës
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Statistical Theories of Success [PDF]
Proceedings of the National Academy of Sciences, 1970 The Pareto and the log-normal distributions are commonly used to describe the statistical distribution of success. A detailed comparison of these distributions is made with Lotka's extensive observations on success as measured by rate of publication.
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The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17
Risks, 2022 We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. Miklós Arató, László Martinek
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On the Statistical Theory of Turbulence [PDF]
Proceedings of the National Academy of Sciences, 1937 G. I. Taylor (1) gave an important impetus to the statistical theory of turbulence by introducing the concept of "isotropic" turbulence, defined by the feature that the mean squares and mean products of the velocity components and of their derivatives are invariant with respect to rotation and reflection of the coordinate axes.
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Risks, 2020 We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with memory in the space D [ 0 , T ] . Then we investigate the convergence of the related multiplicative scheme to a process that can
Yuliya Mishura +2 more
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Statistical Theory of Superlattices [PDF]
Proceedings of the Royal Society of London. Series A - Mathematical and Physical Sciences, 1935 Abstract In a recent paper, Bragg and Williams have pointed out that the arrangement of the atoms in an alloy depends in a striking way on the temperature. At high temperatures, the atoms are distributed practically at random among the lattice points of the crystal, but at low temperatures a superlattice may be formed such that the ...
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Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes
Modern Stochastics: Theory and Applications, 2021 This paper investigates sample paths properties of φ-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths.
Olha Hopkalo, Lyudmyla Sakhno
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, 2023 Annual institutional statistics collection for AAAL member libraries.
Statistics, AAAL
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On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations
Austrian Journal of Statistics, 2014 We study a problem of an unknown drift parameter estimation in a stochastic differen- tial equation driven by fractional Brownian motion. We represent the likelihood ratio as a function of the observable process.
Yuliya Mishura, Kostiantyn Ralchenko
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Gaussian Volterra processes with power-type kernels. Part II
Modern Stochastics: Theory and Applications, 2022 In this paper the study of a three-parametric class of Gaussian Volterra processes is continued. This study was started in Part I of the present paper.
Yuliya Mishura, Sergiy Shklyar
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