Results 31 to 40 of about 6,008,196 (338)
Modern Stochastics: Theory and Applications, 2020 The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent
Diana Avetisian, Kostiantyn Ralchenko
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AIMS Mathematics, 2022 This paper is concerned with parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion. Firstly, the state estimation equation is given and the parameter estimator is derived.
Chao Wei
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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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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 Good-Turing Estimator [PDF]
2006 IEEE International Symposium on Information Theory, 2006 We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no symbol appears frequently in the string.
Sanjeev R. Kulkarni +2 more
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Scalable strong consistency for web applications [PDF]
Proceedings of the 11th workshop on ACM SIGOPS European workshop, 2004 Web application workloads are often characterized by a large number of unique read requests and a significant fraction of write requests. Hosting these applications drives the need for the next generation CDN architecture that does more than caching the results of Web applications but replicates both the application code and its underlying data.
Maarten van Steen +2 more
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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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AIMS Mathematics, 2021 Let $ B^{a, b}: = \{B_t^{a, b}, t\geq0\} $ be a weighted fractional Brownian motion of parameters $ a > -1 $, $ |b| < 1 $, $ |b| < a+1 $. We consider a least square-type method to estimate the drift parameter $ \theta > 0 $ of the weighted ...
Abdulaziz Alsenafi +2 more
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Support of Strong Consistency on Fog Applications [PDF]
Proceedings of the 6th Workshop on Principles and Practice of Consistency for Distributed Data, 2019 Providing scalability for mobile distributed applications often leads the applications to compromise their consistency requirements. However, some of these applications depend on strong consistency to guarantee that one consistent state is observed by all participants over (some of) the shared objects of the application. While deploying the application
Lima, Diogo +2 more
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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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