Results 51 to 60 of about 613,587 (145)
Closed-Form Likelihood Expansions for Multivariate Diffusions [PDF]
This paper provides closed-form expansions for the transition density and likelihood function of arbitrary multivariate diffusions. The expansions are based on a Hermite series, whose coefficients are calculated explicitly by exploiting the special ...
Yacine Ait-Sahalia
core
Some approaches or parameters were employed to indicate the stage of stable pitting such as the energy distribution obtained by the wavelet analysis or the Hilbert spectra, the recurrence quantitative parameters obtained from the recurrence analysis, and
Wei Liu, Haidong Miao
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Machine learning the Ising transition: A comparison between discriminative and generative approaches
The detection of phase transitions is a central task in many-body physics. To automate this process, the task can be phrased as a classification problem.
Difei Zhang +2 more
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By means of first-principles calculations, we studied stable lattice structures and estimated superconducting transition temperature of CaSi$_2$ at high pressure.
Affronte M. +25 more
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Based on the transformer model, a deep data association and track filtering network (DeepAF) was constructed in this paper to achieve the function of data association and end-to-end track filtering.
Yaqi Cui +4 more
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With the rapid global growth in demand for renewable energy, the traditional energy structure is accelerating its transition to low-carbon, clean energy.
Junjie Tao +4 more
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A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions [PDF]
A simple and robust approach is proposed for the parametric estimation of scalar homogeneous stochastic differential equations. We specify a parametric class of diffusions and estimate the parameters of interest by minimizing criteria based on the ...
Federico M. Bandi, Peter C.B. Phillips
core
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models [PDF]
We propose novel misspecification tests of semiparametric and fully parametric univariate diffusion models based on the estimators developed in Kristensen (Journal of Econometrics, 2010).
Dennis Kristensen
core
A new family of stochastic η-power log-logistic diffusion processes was introduced and defined based on the classical log-logistic diffusion model.
Safa’ Alsheyab
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Analyzing the spatiotemporal evolution and drivers of multifunctional territorial spatial utilization efficiency (TSE) is essential for guiding the sustainable use of territorial space.
Ke Zhang +3 more
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