Results 31 to 40 of about 6,228,748 (341)

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, Tareq Saeed, Reman Abu-Shanab, Waleed Almutiry, Mahmoud Abouagwa   +4 more
doaj   +1 more source

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
doaj   +1 more source

Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters

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, Mishari Al-Foraih, Khalifa Es-Sebaiy   +2 more
doaj   +1 more source

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
doaj   +1 more source

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
doaj   +1 more source

Strong Consistency at Scale [PDF]

Bulletin of the IEEE Computer Society Technical Committee on Data Engineering, 2016
Today’s online services must meet strict availability and performance requirements. State machine replication one of the most fundamental approaches to increasing the availability of services without sacrificing strong consistency provides configurable availability but limited performance scalability. Scalable State Machine Replication (S SMR) achieves
Bezerra Eduardo, Hoang Long, Pedone Fernando   +2 more
openaire  

On the strong consistency of asymptotic -estimators [PDF]

Journal of Statistical Planning and Inference, 2007
The aim of this article is to simplify Pfanzagl's proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M-estimators. The method relies on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. The proofs are short and elementary.
Chafai, Djalil, Concordet, Didier
openaire   +4 more sources

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
doaj   +1 more source

Variable Selection Using Nonlocal Priors in High-Dimensional Generalized Linear Models With Application to fMRI Data Analysis

Entropy, 2020
High-dimensional variable selection is an important research topic in modern statistics. While methods using nonlocal priors have been thoroughly studied for variable selection in linear regression, the crucial high-dimensional model selection properties
Xuan Cao, Kyoungjae Lee
doaj   +1 more source

Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

Fractal and Fractional
Tempered fractional Brownian motion (TFBM) and tempered fractional Brownian motion of the second kind (TFBMII) modify the power-law kernel in the moving average representation of fractional Brownian motion by introducing exponential tempering.
Yuliya Mishura, Kostiantyn Ralchenko
doaj   +1 more source