搜索结果: 1-15 共查到“统计学 Markov Processes”相关记录19条 . 查询时间(0.109 秒)
Central Limit Theorems for Supercritical Branching Nonsymmetric Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale
2016/1/25
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms sati...
Central Limit Theorems for Supercritical Branching Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale eigenfunction expansion
2016/1/25
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations o...
Central Limit Theorems for Supercritical Branching Nonsymmetric Markov Processes
Central limit theorem branching Markov process supercritical mar- tingale
2016/1/20
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms sati...
Central Limit Theorems for Supercritical Branching Markov Processes
Central limit theorem branching Markov process supercritical
2016/1/20
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations o...
Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
Conditional characteristic function Diffusion processes Empirical likelihood Kernel smoothing L′ evy driven processes
2016/1/19
Markov processes are used in a wide range of disciplines including finance.The transition densities of these processes are often unknown. However, the conditionalcharacteristic functions are more like...
Branching Markov processes on fragmentation trees generated from the paintbox process
paintbox process Markov processes
2011/7/19
A fragmentation of a set $A$ is a graph with vertices labeled by subsets of $A$ which obey a certain parent-child relationship. A random fragmentation tree is a probability distribution on the space o...
On sequential estimation of parameters of continuous Gaussian Markov processes
sequential estimation of parameters continuous Gaussian Markov processes
2009/9/24
On sequential estimation of parameters of continuous Gaussian Markov processes。
Stopping games for symmetric Markov processes。
On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes
integrated square errors recursive nonparametric estimates nonstationary Markov processes
2009/9/23
The integrated square error (ISE) and the mean
integrated squark error (MISE) for a class of recursive estimators of
the transition density function of a vector-valued nonstationary
Markov process ...
Hausdorff dimension theorems for self-similar Markov processes
Hausdorff dimension theorems self-similar Markov processes
2009/9/22
Let X(t) (ts R,) be an u-self-similar Markov process
on Rd or Rd+. The Hausdorff dimension of the image, graph and zero
set of X(t) are obtained under certain mild conditions. Similar results
are a...
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...
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...
MARKOV PROCESSES CONDITIONED TO NEVER EXIT A SUBSPACE QF THE STATE SPACE
Markov process extended generator exponential change of measure
2009/9/21
In this paper we study Markov processes never exiting
(NE) a subspace A of the state space E or, in other words, Markov
processes conditioned to stay in the subspace A. We show bow the
knowledge of...
Kernel Estimators for Semi-Markov Processes。
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Self-similar Markov process subordinator exponential functional
2009/5/4
Let $xi$ be a subordinator with Laplace exponent $Phi$, $I=int_{0}^{infty}exp(-xi_s)ds$ the so-called exponential functional, and $X$ (respectively, $hat X$) the self-similar Markov process obtained f...