Results 271 to 280 of about 5,967,034 (302)

Nonparametric estimation of the stationary density and the transition density of a Markov chain

Stochastic Processes and Their Applications, 2008
In this paper, we study first the problem of nonparametric estimation of the stationary density $f$ of a discrete-time Markov chain $(X_i)$. We consider a collection of projection estimators on finite dimensional linear spaces. We select an estimator among the collection by minimizing a penalized contrast.
Claire Lacour
exaly   +4 more sources

Transition Density and Simulated Likelihood Estimation for Time-Inhomogeneous Diffusions

Communications in Statistics Part B: Simulation and Computation, 2010
We propose a method to estimate the transition density of a nonlinear time-inhomogeneous diffusion. Expressing the transition density as a functional of a Brownian bridge allows us to estimate the density through Monte Carlo simulations with any level of precision.
João Nicolau
exaly   +3 more sources

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Robust transition density estimation by considering input/output transition behavior

ISCAS 2001. The 2001 IEEE International Symposium on Circuits and Systems (Cat. No.01CH37196), 2002
A robust signal transition density propagation method for a zero delay model is presented to obtain the signal transition density for estimating the power consumption. The power estimation for the zero delay model is a proper criteria for the lower boundary of power consumption. Two important estimation methodologies had been proposed. While one method
Dongho Kim, Tony Ambler
openaire   +2 more sources

Impact of symbol transition density on timing estimation

IEEE 5th Workshop on Signal Processing Advances in Wireless Communications, 2004., 2005
The symbol transition density in a digitally modulated signal affects the performance of practical synchronization schemes designed for timing estimation. This work focuses on the derivation of a simple performance limit for the estimation of the time delay of a noisy linearly modulated signal in the presence of various degrees of symbol correlation ...
J. Riba, J. Girona
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Posterior consistency of Dirichlet mixtures for estimating a transition density

Journal of Statistical Planning and Inference, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tang, Yongqiang, Ghosal, Subhashis
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Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes

Methodology and Computing in Applied Probability, 2007
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Stramer, Osnat, Yan, Jun
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Bootstrap in Markov-sequences based on estimates of transition density

Annals of the Institute of Statistical Mathematics, 1990
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Strong consistency of kernel estimators for Markov transition densities

Bulletin of the Brazilian Mathematical Society, 2002
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Estimating densities of liquid transition-metals and Ni-base superalloys

Materials Science and Engineering: A, 1997
Abstract To estimate the densities of liquid Ni-base superalloys, the densities and temperature coefficients of density (dρ/dT) of the liquid transition-metals, which are used as alloy elements in Ni-base superalloys, were gathered, reviewed, and applied to a simple correlation.
P.K Sung, D.R Poirier, E McBride
openaire   +1 more source