Results 31 to 40 of about 7,565,346 (362)

Weak and Strong Time Consistency

open access: goldTheoretical Economics Letters, 2012
We motivate and provide proofs of Ba?ar and Olsder’s (1995) theorems on the subject. The context is the increasing appreciation that the neoclassical framework is not the only model of the economy.
Romar Correa
openalex   +4 more sources

Putting Order in Strong Eventual Consistency [PDF]

open access: yesIFIP International Conference on Distributed Applications and Interoperable Systems, 2019
Conflict-free replicated data types (CRDTs) aid programmers develop highly available and scalable distributed systems. However, the literature describes only a limited portfolio of conflict-free data types and implementing custom ones requires additional knowledge of replication and consistency techniques.
Kevin De Porre   +5 more
semanticscholar   +5 more sources

Statistical inference for nonergodic weighted fractional Vasicek models

open access: yesModern Stochastics: Theory and Applications, 2021
A problem of drift parameter estimation is studied for a nonergodic weighted fractional Vasicek model defined as $d{X_{t}}=\theta (\mu +{X_{t}})dt+d{B_{t}^{a,b}}$, $t\ge 0$, with unknown parameters $\theta >0$, $\mu \in \mathbb{R}$ and $\alpha :=\theta ...
Khalifa Es-Sebaiy   +2 more
doaj   +1 more source

On strong consistency of the variance estimator [PDF]

open access: greenProceedings of the 19th conference on Winter simulation - WSC '87, 1987
One way to construct a confidence interval for the mean constant of a stochastic process, is via consistent estimation of another parameter of the process, namely, the time-average variance constant. In this paper, we discuss strong consistency of the variance estimator for several methods of steady-state output analysis.
Halim Damerdji
openalex   +2 more sources

Regression Estimation with Errors in the Variables via the Laplace Transform

open access: yesAxioms, 2023
This paper considers nonparametric regression estimation with errors in the variables. It is a standard assumption that the characteristic function of the covariate error does not vanish on the real line. This assumption is rather strong.
Huijun Guo, Qingqun Bai
doaj   +1 more source

Strong Consistency of Spectral Clustering for Stochastic Block Models [PDF]

open access: yesIEEE Transactions on Information Theory, 2017
In this paper we prove the strong consistency of several methods based on the spectral clustering techniques that are widely used to study the community detection problem in stochastic block models (SBMs).
Liangjun Su, Wuyi Wang, Yichong Zhang
semanticscholar   +1 more source

Support of Strong Consistency on Fog Applications [PDF]

open access: yesProceedings 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
openaire   +3 more sources

Parameter estimation in mixed fractional stochastic heat equation

open access: yesModern Stochastics: Theory and Applications, 2023
The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution.
Diana Avetisian, Kostiantyn Ralchenko
doaj   +1 more source

A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods

open access: yesStats, 2020
The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem.
Salim Bouzebda, Christophe Chesneau
doaj   +1 more source

On Consistency of the Nearest Neighbor Estimator of the Density Function for m-AANA Samples

open access: yesMathematics, 2023
In this paper, by establishing a Bernstein inequality for m-asymptotically almost negatively associated random variables, some results on consistency for the nearest neighbor estimator of the density function are further established.
Xin Liu, Yi Wu, Wei Wang, Yong Zhu
doaj   +1 more source

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