简介:TheMTD(mixturetransitiondistribution)modelbasedonWeibulldistribution(WMTDmodel)isproposedinthispaper,whichisaimedatitsparameterestimation.AnEMalgorithmforestimationisgivenandshowntoworkwellbysomesimulations.Andbootstrapmethodisusedtoobtainconfidenceregionsfortheparameters.Finally,theresultsofarealexample-predictingstockprices-showthattheWMTDmodelproposedisabletocapturethefeaturesofthedatafromthick-taileddistributionbetterthanGMTD(mixturetransitiondistribution)model.
简介:Thisarticleinvestigatesthefractionalderivativeorderidentification,thecoefficientidentification,andthesourceidentificationinthefractionaldiffusionproblems.If1<α<2,weprovetheuniquedeterminationofthefractionalderivativeorderandthediffusioncoefficientp(x)by∫t0u(0,s)ds,0
简介:ThispaperconstructsaclassofHarish-Chandramoduleswithmultiplicity<-1ofthetwoparameterdeformationofVirasoroalgebraandprovesaclassificationtheorem.
简介:Parameteridentificationproblemisoneofessentialprobleminordertomodeleffectivelyexperimentaldatabyfractalinterpolationfunction.Inthispaper,wefirstpresentanexampletoexplainarelationshipbetweeniterationprocedureandfractalfunction.Thenwediscussconditionsthatverticalscalingfactorsmustobeyinonetypicalcase.
简介:Robustparameterdesign(RPD)isanimportantissueinexperimentaldesigns.Ifallexperimentalrunscannotbeperformedunderhomogeneousconditions,blockingtheunitsisefective.Inthispaper,weobtainthecorrespondencerelationbetweenfractionalfactorialRPDsandtheblockingschemesforfullfactorialRPDs.Inaddition,weprovideaconstructionofoptimalblockingschemesthatmakeallmainefectsandcontrol-by-noisetwo-factorinteractionsestimable.
简介:Inthispaper,weproposeadiscrepancyrule-basedmethodtoautomaticallychoosetheregularizationparametersfortotalvariationimagerestorationproblems.Theregularizationparametersareadjusteddynamicallyineachiteration.Numericalresultsareshowntoillustratetheperformanceoftheproposedmethod.
简介:Theboundedparameterestimationproblemanditssolutionleadtomoiemeaningfulresults.Itssuperiorperformanceisduetothefactthatthenewmethodguaranteesthattheeffectoftheuncertaintieswillneverbeunnecessarilyoverestimated.Wethenconsiderhowtoupdateanddowndatetheboundedparameterestimationproblem.WhenupdatinganddowndatingofSVDareusedtothenewproblem,specialtechnologiesaretakentoavoidformingUandVexplicitly,thenincreasethealgorithmperformance.BecauseofthelinkbetweentheboundedparameterestimationandTikhonovregularizationprocedure,wepointoutthatouralgorithmscanalsobeusedtomodifyregularizationproblem.
简介:<正>Thispaperconsiderstheadmissibilityoftheestimatorsforfinitepopulationwhentheparameterspaceisrestricted.Weobtainalladmissiblelinearestimatorsofanarbitrarylinearfunctionofcharacteristicvaluesofafinitepopulationintheclassoflinearestimatorsunderthecriterionoftheexpectationofmeansouarederror.
简介:Inthispaper,weconsiderageneralformoftheincrementsforatwo-parameterWienerprocess.BoththeCsorgo-Revesz'sincrementsandaclassofthelagincrementsarethespecialcasesofthisgeneralformofincrements.OurresultsimplythetheoremthathavebeengivenbyCsorgoandRevesz(1978),andsomeoftheirconditionsareremoved.
简介:Theparameterembeddingmethodisappliedfornumericallysolvingtheperturbedconservativesystems.BymeansofNewtonianiteration,asimplealgorithmhasbeenconstructed.Finally,theconvergenceoftheiterationisproved.
简介:Inthispaperastochasticvolatilitymodelisconsidered.Thatis,alogpriceprocessYwhichisgivenintermsofavolatilityprocessVisstudied.ThelatterisdefinedsuchthatthelogpricepossessessomeofthepropertiesempiricallyobservedbyBarndorff-Nielsen&Jiang[6].Inthemodeltherearetwosetsofunknownparameters,onesetcorrespondingtothemarginaldistributionofVandonetoautocorrelationofV.Basedondiscretetimeobservationsofthelogpricetheauthorsdiscusshowtoestimatetheparametersappearinginthemarginaldistributionandfindtheasymptoticproperties.
简介:Fourier不可分的操作员在Fourier分析和部分微分方程起一个重要作用。在这份报纸,我们处理固定双线性并且双性人参数Fourier不可分的操作员,它被一个参数FIO的学习激发并且双线性并且双性人参数Fouriermultipliers和伪differential操作员。当他们在空间变量有紧缩的支持时,我们考虑如此的FIO。如果他们包含一个真实值的阶段(x,,)它在频率变量是联合同类的,,并且顺序零的振幅支持了离开轴和antidiagonal,我们能证明固定控制local-L2盒子。一些更强壮的固定结果也在阶段功能上在更多的限制条件下面被获得。因此,我们的结果扩大固定结果为双线性并且一个参数FIO并且双线性并且双性人参数伪differential操作员到盒子双线性并且双性人参数FIO。
简介:ThepurposeofthispaperistouseaveryrecentthreecriticalpointstheoremduetoBonannoandMaranotoestablishtheexistenceofatleastthreesolutionsforthequasilinearsecondorderdifferentialequationonacompactinterval[a,b]?R{-u’’=(λf(x,u)+g(u))h(u’),in(a,b),u(a)=u(b)=0underppropriatehypotheses.Weexhibittheexistenceofatleastthree(weak)solutionsand,andtheresultsareillustratedbyexamples.
简介:Thepaperisconcernedwithsolvingperiodicboundaryproblemofsemilinearsystems,whichwillbedifferentiablyembeddedintoanone-parameterfamilyofoperators.Thesolutionofthesystemsisthenfoundbycontinuingthesolutioncurveofoperatorhomotopy.WhentheNewton-Kantorovich'sprocedureisappliedtothecorrespondingoperatorequations,anefficientalgorithmisderived.Finally,thetheoreticalresultsareinexcellentagreementwiththenumericalexamples.