Solving some integro-differential equation we find the Laplace transform of the first passage time for filtered Poisson process generated by pulses with uniform or exponential distributions. Also, the martingale technique ...
Chiarella, Carl; Di Guilmi, Corrado(Berkeley Electronic Press, 2012)
This paper presents an agent based model that investigates the possible outcomes of different fiscal and regulatory policies in a financially fragile economy. We analyse the consequences of the attempt by the government ...
The Fisher information for the canonical link exponential family generalised linear mixed model is derived. The contribution from the fixed effects parameters is shown to have a particularly simple form.
Contreras, M; Ryan, Louise(International Biometric Soc, 2000)
In this article, we present an estimation approach for solving nonlinear constrained generalized estimating equations that can be implemented using object-oriented software for nonlinear programming, such as nlminb in Splus ...
Explicit formulas for the Average Run Length (ARL) of Cumulative Sum (CUSUM) chart are very complicated in regarding the analytical derivation when observations are Long-tailed distributions. The objective of this paper ...
Lawrence, Felix; Botten, Lindsay; Dossou, Kokou; Mcphedran, Ross; De Sterke, C(American Institute of Physics, 2012)
We present a flexible method that can calculate Bloch modes, complex band structures, and impedances of two-dimensional photonic crystals from scattering data produced by widely available numerical tools. The method ...
Risk assessment for developmental toxicity studies in rodents is faced with the fairly involved data structure of clustered multivariate binary outcomes. While likelihood methods for this setting do not abound, we show ...
This paper analyzes the existence of flights from stocks to bonds and vice versa. We propose a definition and a test for flight-to-quality, flight-from-quality and cross-asset contagion and examine their characteristics ...
The trivial equilibrium of a nonlinear autonomous system with time delay may become unstable via a Hopf bifurcation of multiplicity two, as the time delay reaches a critical value. This loss of stability of the equilibrium ...
This study presents an integrated system where wavelet transforms and recurrent neural network (RNN) based on artificial bee colony (abc) algorithm (called ABC-RNN) are combined for stock price forecasting. The system ...
This paper concerns the solution of fuzzy linear programming (FLP) problems which involve fuzzy numbers in coefficients of objective functions. Firstly, a number of concepts of optimal solutions to FLP problems are introduced ...
In this paper, a class of forward rate dependent Markovian transformations of the Heath-Jarrow-Morton [16] term structure model are obtained by considering volatility processes that are solutions of linear ordinary ...
We explicitly exhibit a set of four ququad-ququad orthogonal maximally entangled states that cannot be perfectly distinguished by means of local operations and classical communication. Before our work, it was unknown whether ...
The Clifford-Fourier transform was introduced by Brackx, De Schepper and Sommen who subsequently computed its kernel in dimension d=2. Here we compute the kernel of a fractional version of the transform when d=2 and 4. In ...
In this paper we present an easy-to-implement graphical distribution diagnostic for linear models with correlated errors. Houseman et al. (2004) constructed quantile-quantile plots for the marginal residuals of such models, ...
We study the connection between the p-Talagrand inequality and the q-logarithmic Sololev inequality for conjugate exponents p >= 2, q <= 2 in proper geodesic metric spaces. By means of a general Hamilton-Jacobi semigroup ...
Goldsmith, J; Crainiceanu, C.; Wand, Matt(Institute of Mathematical Statistics, 2011)
We introduce variational Bayes methods for fast approximate inference in functional regression analysis. Both the standard cross-sectional and the increasingly common longitudinal settings are treated. The methodology ...
Lam, Hak-Keung; Ling, Steve; Leung, Frank; Tam, P K S(Elsevier Science Inc, 2004)
This paper presents the estimation of the transmission gains for an AC power line data network in an intelligent home. The estimated gains ensure the transmission reliability and efficiency. A neural-fuzzy network with ...
In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition ...
Stark, Paul; Celedon, Juan; Chew, Ginger; Ryan, Louise; Burge, Harriet; Muilenberg, Michael; Gold, Diane(U.S. Department of Health and Human Services * National Institute of Environmental Health Sciences, 2005)
Studies have repeatedly demonstrated that sensitization to fungi, such as Alternaria, is strongly associated with allergic rhinitis and asthma in children. However, the role of exposure to fungi in the development of ...