搜索结果: 46-60 共查到“理论统计学 Discrete”相关记录70条 . 查询时间(0.118 秒)
Respondent privacy and estimation efficiency in randomized response surveys for discrete-valued sensitive variables
Jeopardy measure numerical stigmatizing variable revealing probability
2013/4/28
In some socio-economic surveys, data are collected on sensitive or stigmatizing issues such as tax evasion, criminal conviction, drug use, etc. In such surveys, direct questioning of respondents is no...
Statistical inference for discrete-time samples from affine stochastic delay differential equations
asymptotic normality composite likelihood consistency discrete time observation of continuous-time models prediction-based estimating functions pseudo-likelihood stochastic delay differential equation
2013/4/28
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to cal...
Approximation for the Distribution of Three-dimensional Discrete Scan Statistic
Approximation for the Distribution Three-dimensional Discrete Scan Statistic
2013/4/27
We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribut...
Consistent Model Selection of Discrete Bayesian Networks from Incomplete Data
Discrete Bayesian Networks Consistent Model Incomplete Data node-variables
2011/6/20
A maximum likelihood based model selection of discrete Bayesian
networks is considered. The model selection is performed through scoring
function S, which, for a given network G and n-sample Dn, is ...
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
discrete Wick calculus fractional Brownian motion weak convergence
2010/10/19
We approximate the solution of some linear systems of SDEs driven by a fractional Brownian motion $B^H$ with Hurst parameter $H\in(\frac{1}{2},1)$ in the Wick--It\^{o} sense, including a geometric fra...
Extension of Lipschitz integrands and minimization of nonconvex integral functionals. Applications to the optimal recourse problem in discrete time
Extension of Lipschitz integrands minimization of nonconvex integral functionals
2009/9/24
Extension of Lipschitz integrands and minimization of nonconvex integral functionals. Applications to the optimal recourse problem in discrete time。
On the convergence of some discrete probability distributions
convergence some discrete probability distributions
2009/9/24
On the convergence of some discrete probability distributions。
On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
2009/9/22
Let (X(t); f E N') be a random sequence adopted to .
a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If
none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...
Discrete time portfolio selection with proportional transaction cost
PortfoIio selection Transaction costs Bellman equation
2009/9/22
In the paper discrete time portblio selection with
maximization of a discounted satisfaction functional is studied. In Section
2 the case without transaction costs is considered and explint
solutio...
Discrete time periodically correlated Markov processes
periodically correlated proasses Markov processes covariance characterization
2009/9/22
We consider a discrete time periodically correlated
process {X.} which is also Markov in the wide sense. We provide
closed formulas for the covariance function R (n, m) = EX, X, and for
the spectra...
Discrete probability measures on 2 x 2 stochastic matrices and a functional equation on [0,1]
Discrete probability measures 2 x 2 stochastic matrices a functional equation
2009/9/22
In this paper, we consider the following natural problem:
suppose pi and pa are two probability measures with fimte
supports S(pl), S(p2), respectively, such that IS(,u1)1 = lSbz)l and
S(pl)uS(pZ) ...
Risk sensitive adaptive control of discrete time Markov processes
Adaptive control risk sensitive contral discrete time controlled Markov process
2009/9/21
Adap~ve control of discrete time Markov processes
with an innnite horizon risk sensitive cost hadionat is investigated.
Tfie con~nuityo f the optimal nsk sensitive cost with respect
to a parmetes o...
Princing European options on instruments with a constant dividend yield:The randomized discrete-time approach
Option pricing dividends randomization alternative models
2009/9/21
Due to the well-known fact that market returns are not
normally distributed, we use generalized hyperbolic distributions for
pricing options in a randomized discrete-time setup. The obtained
formul...
PROBABILITY OF FAILURE WITH DISCRETE CLAIM DISTRIBUTION
Failure probability ruin probability finite time
2009/9/18
A concept 01 the probability of failure is introduced.
Some popular methods of exact computation of ruin probability are
adopted to compute failure probability. Based on the f o d a presented
in [5...
DISCRETE APPROXIMATIONS OF REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM TERMINAL TIME
Reflected backward stochastic differential equations random terminal time discrete approximation methods
2009/9/18
We study convergence of discrete approximations of reflected
backward stochastic differential equations with random terminal
time in a general convex domain. Applications to investigation of the via...