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In this paper we introduce several approximation schemes for It8 equations with two parameters which are suggested by the Lie-Trotter product formula from the theory of nonlinear semigroups. By usi...
Intensive computational methods have been used by Earth scientists in a wide range of problems in data inversion and uncertainty quantication such as earthquake epicenter location and climate projec...
The paper presents a systematic study of classical statistical inference problems (parameter estimation and hypothesis testing) for random fields arising as solutions of the one-dimensional nonlinea...
Proper Priors Yielding Linear Bayes Estimators for the Natural Parameter of an Exponential Family。
Skewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models。
Bayesian Inference for the Skewness Parameter of the Scalar Skew-Normal Distribution。
Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and ...
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
We prove that the expected Lebesgue measure of the range of an additive L'evy process is positive if and only if the product Re([1+Psi_1(xi)]^{-1})...Re([1+Psi_N(xi)]^{-1}) is integrable. This was pre...
The estimation of cosmological parameters from precision observables is an important indus- try with crucial ramifications for particle physics. This article discusses the statistical methods presen...
We prove that the expected Lebesgue measure of the range of an additive Levy process is positive if and only if the product Re([1+Psi_1(xi)]^{-1})...Re([1+Psi_N(xi)]^{-1}) is integrable. This was prev...
The two parameter Poisson-Dirichlet distribution PD( , ) is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman’s Poisson-Dirichlet distributi...
A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian settin...
As a typical non-normal case, we consider a family of elliptically symmetric distributions. Then, the moment parameter and its consistent estimator are presented. Also, the asymptotic expectation and ...

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