Results 51 to 60 of about 7,460,500 (361)
Maximum likelihood estimation for Gaussian process with nonlinear drift
Nonlinear Analysis, 2018 We investigate the regression model Xt = θG(t) + Bt, where θ is an unknown parameter, G is a known nonrandom function, and B is a centered Gaussian process.
Yuliya Mishura +2 more
doaj +1 more source
Experimental Demonstration of Adaptive Quantum State Estimation [PDF]
, 2012 The first experimental demonstration of an adaptive quantum state estimation (AQSE) is reported. The strong consistency and asymptotic efficiency of AQSE have been mathematically proven [ A. Fujiwara J. Phys. A 39 12489 (2006)]. In this Letter, the angle
Fujiwara, Akio +6 more
core +2 more sources
Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
Bernoulli, 2015 Markov chain Monte Carlo (MCMC) algorithms are used to estimate features of interest of a distribution. The Monte Carlo error in estimation has an asymptotic normal distribution whose multivariate nature has so far been ignored in the MCMC community.
Dootika Vats +2 more
semanticscholar +1 more source
Strong Consistency of Incomplete Functional Percentile Regression
AxiomsThis paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing.
Mohammed B. Alamari +3 more
doaj +1 more source
Strong time-consistency in the cartel-versus-fringe model [PDF]
Journal of Economic Dynamics and Control, 1996 In the seventies and eighties the theory of exhaustible natural resources developed a branch which was called the cartel-versus-fringe model to characterize markets with one large coherent cartel and a big number of small suppliers named the fringe. It was considered appropriate to use the von Stackelberg solution concept but because solutions could ...
Groot, A.M. +2 more
openaire +8 more sources
Strong local consistency algorithms for table constraints [PDF]
Constraints, 2015 Table constraints are important in constraint programming as they are present in many real problems from areas such as configuration and databases. As a result, numerous specialized algorithms that achieve generalized arc consistency (GAC) on table constraints have been proposed.
Paparrizou, Anastasia, Stergiou, Kostas
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Strong consistency properties of the variance change point estimator based on strong-mixing samples
AIMS MathematicsIn this paper, our primary attention was centered on the issue of detecting the variance change point for strong-mixing samples. We delved into the cumulative sum (CUSUM) estimator of variance change model and established the strong convergence rate of ...
Mengmei Xi , Yi Wu, Xuejun Wang
doaj +1 more source
A formulation of consistent particle hydrodynamics in strong form [PDF]
Publications of the Astronomical Society of Japan, 2017 Abstract In fluid dynamical simulations in astrophysics, large deformations are common and surface tracking is sometimes necessary. The smoothed particle hydrodynamics (SPH) method has been used in many such simulations. Recently, however, it has been shown that SPH cannot handle contact discontinuities or free surfaces accurately. There
Satoko Yamamoto +3 more
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Fractal and FractionalTempered 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
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Quasi-maximum likelihood estimator of Laplace (1, 1) for GARCH models
Open Mathematics, 2017 This paper studies the quasi-maximum likelihood estimator (QMLE) for the generalized autoregressive conditional heteroscedastic (GARCH) model based on the Laplace (1,1) residuals.
Xuan Haiyan +3 more
doaj +1 more source