Results 31 to 40 of about 123,153 (297)
A Note on Estimation for the First Order Autoregressive Process [PDF]
The Egyptian Statistical Journal, 1987 The asymptotic estimation of the parameters of the first order stationary autoregressive process with zero mean is investigated. The exact and the asymptotic Bayes esti- mates of the weight and the error variance parameters are derived for different ...
A.M. Abouammoh, A.A. Abd-Alla
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Stylized Model of Lévy Process in Risk Estimation
Mathematics, 2023 Risk management is a popular and important problem in academia and industry. From a small-scale system, such as city logistics, to a large-scale system, such as the supply chain of a global industrial or financial system, efficient risk management is ...
Xin Yun +4 more
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Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions [PDF]
Bernoulli, 2019 Subordinating a multivariate Lévy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new Lévy process, provided the subordinator and the subordinate are independent processes. The variance-gamma model in finance was generated accordingly from a Brownian motion and a gamma process.
Buchmann, Boris +2 more
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Spatiotemporal dynamics of human high gamma discriminate naturalistic behavioral states.
PLoS Computational Biology, 2022 In analyzing the neural correlates of naturalistic and unstructured behaviors, features of neural activity that are ignored in a trial-based experimental paradigm can be more fully studied and investigated.
Abdulwahab Alasfour +14 more
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Reliability, Validity and Responsiveness to Change of Persian Version of “Children-Scale for Hostility and Aggression: Reactive and Proactive (C-SHARP)” in Children with Autism Spectrum Disorders [PDF]
Journal of Health Sciences and Surveillance System, 2023 Background: Aggressive behaviors are the most critical and common challenges shown by children with autism spectrum disorders (ASD) through their life.
Sasan Ghorbani Kalkhajeh +3 more
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Medicina, 2023 Background and Objectives: Attentional dysfunction has long been viewed as one of the fundamental underlying cognitive deficits in schizophrenia. There is an urgent need to understand its neural underpinning and develop effective treatments.
Ta-Chuan Yeh +8 more
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Option pricing in time-changed Lévy models with compound Poisson jumps
Modern Stochastics: Theory and Applications, 2018 The problem of European-style option pricing in time-changed Lévy models in the presence of compound Poisson jumps is considered. These jumps relate to sudden large drops in stock prices induced by political or economical hits.
Roman V. Ivanov, Katsunori Ano
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Journal of Traffic and Transportation Engineering (English ed. Online), 2022 Existing structures may suffer from resistance deterioration due to repeated attacks. The modeling of resistance deterioration is a critical ingredient in the reliability assessment and service life prediction of these degraded structures. In this paper,
Cao Wang
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Power calibration methodology at the CROCUS reactor [PDF]
EPJ Web of Conferences, 2020 In the present article, we detail the method used to experimentally determine the power of the CROCUS zero-power reactor, and to subsequently calibrate its ex-core monitor fission chambers.
Lamirand Vincent +4 more
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Low-noise reconstruction method for coded-aperture gamma camera based on multi-layer perceptron
Nuclear Engineering and Technology, 2020 Accurate localization of radioactive materials is crucial in homeland security and radiological emergencies. Coded-aperture gamma camera is an interesting solution for such applications and can be developed into portable real-time imaging devices ...
Rui Zhang +7 more
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