Results 11 to 20 of about 4,259,138 (261)
A bounded consistency theorem for strong summabilities
International Journal of Mathematics and Mathematical Sciences, 1989 The study of R-type summability methods is continued in this paper by showing that two such methods are identical on the bounded portion of the strong summability field associated with the methods.
C. S. Chun, A. R. Freedman
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Adequacy analysis the model of strong replicas agreement in NoSQL databases [PDF]
Компьютерные исследования и моделирование, 2016 In this article the model of strong replicas agreement was analyzed. The process of preparing and conducting the nature experiment in the cloud in order to proof the model adequacy was described.
Evgeny Vasilievich Tsviashchenko
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Estimating Drift Parameters in a Sub-Fractional Vasicek-Type Process
Entropy, 2022 This study deals with drift parameters estimation problems in the sub-fractional Vasicek process given by dxt=θ(μ−xt)dt+dStH, with θ>0, μ∈R being unknown and t≥0; here, SH represents a sub-fractional Brownian motion (sfBm). We introduce new estimators θ^
Anas D. Khalaf +4 more
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Strong consistency of the local linear relative regression estimator for censored data [PDF]
Opuscula Mathematica, 2022 In this paper, we combine the local linear approach to the relative error regression estimation method to build a new estimator of the regression operator when the response variable is subject to random right censoring.
Feriel Bouhadjera, Elias Ould Saïd
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Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations
Modern Stochastics: Theory and Applications, 2023 The object of investigation is the mixed fractional Brownian motion of the form ${X_{t}}=\kappa {B_{t}^{{H_{1}}}}+\sigma {B_{t}^{{H_{2}}}}$, driven by two independent fractional Brownian motions ${B_{1}^{H}}$ and ${B_{2}^{H}}$ with Hurst parameters ${H_ ...
Kostiantyn Ralchenko, Mykyta Yakovliev
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Pointwise universal consistency of nonparametric linear estimators [PDF]
, 2004 This paper presents sufficient conditions for pointwise universal consistency of nonparametric delta estimators.
Vidal-Sanz, José M.
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Mean square convergence rates for maximum quasi-likelihood estimator
Stochastic Systems, 2015 In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed.
Arnoud V. den Boer, Bert Zwart
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Consistency of LSE for the many-dimensional symmetric textured surface parameters
Modern Stochastics: Theory and Applications, 2023 A multivariate trigonometric regression model is considered. In the paper strong consistency of the least squares estimator for amplitudes and angular frequencies is obtained for such a multivariate model on the assumption that the random noise is a ...
Oleksandr Dykyi, Alexander Ivanov
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New approaches to Bayesian consistency [PDF]
, 2004 We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hettinger and Kullback-Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and
Walker, Stephen G.
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Distributed caching system with strong consistency model
Frontiers in Computer ScienceModern distributed systems store thousands of gigabytes of information in persistent relational database management systems. It is the core storage component for microservice-based architectures.
Viktor Repin, Anatoly Sidorov
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