Results 41 to 50 of about 7,460,500 (361)
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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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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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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Second-Order Consistencies [PDF]
Journal Of Artificial Intelligence Research, Volume 40, pages
175-219, 2011, 2014 In this paper, we propose a comprehensive study of second-order consistencies (i.e., consistencies identifying inconsistent pairs of values) for constraint satisfaction. We build a full picture of the relationships existing between four basic second-order consistencies, namely path consistency (PC), 3-consistency (3C), dual consistency (DC) and 2 ...
arxiv +1 more source
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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$1/N_c$ Expansion for Excited Baryons [PDF]
, 1997 We derive consistency conditions which constrain the possible form of the strong couplings of the excited baryons to the pions. The consistency conditions follow from requiring the pion-excited baryon scattering amplitudes to satisfy the large-N_c Witten
A. Hey +52 more
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Strong consistency of a kernel-based rule for spatially dependent data [PDF]
Arab Journal of Mathematical Sciences, 2020 We consider the kernel-based classifier proposed by Younso (2017). This nonparametric classifier allows for the classification of missing spatially dependent data. The weak consistency of the classifier has been studied by Younso (2017).
Ahmad Younso, Ziad Kanaya, Nour Azhari
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Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model
Lithuanian Journal of Statistics, 2016 We consider the fractional Vasicek model of the form dXt = (α-βXt)dt + γdBHt, driven by fractional Brownian motion BH with Hurst parameter H ∈ (0,1). We construct three estimators for an unknown parameter θ=(α,β) and prove their strong consistency.
Stanislav Lohvinenko +2 more
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IEEE transactions on computers, 2017 A consistency/latency tradeoff arises as soon as a distributed storage system replicates data. For low latency, distributed storage systems often settle for weak consistency conditions, providing little guarantee on data consistency.
Hengfeng Wei, Yu Huang, Jian Lu
semanticscholar +1 more source