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81.
82.
Djamel Meraghni Abdelhakim Necir 《Methodology and Computing in Applied Probability》2007,9(4):557-572
The characteristic exponent α of a Lévy-stable law S
α
(σ, β, μ) was thoroughly studied as the extreme value index of a heavy tailed distribution. For 1 < α < 2, Peng (Statist. Probab. Lett. 52: 255–264, 2001) has proposed, via the extreme value approach, an asymptotically normal estimator for the location parameter μ. In this paper, we derive by the same approach, an estimator for the scale parameter σ and we discuss its limiting behavior.
相似文献
83.
Marianna Pensky 《Annals of the Institute of Statistical Mathematics》2002,54(1):83-99
The traditional empirical Bayes (EB) model is considered with the parameter being a location parameter, in the situation when the Bayes estimator has a finite degree of smoothness and, possibly, jump discontinuities at several points. A nonlinear wavelet EB estimator based on wavelets with bounded supports is constructed, and it is shown that a finite number of jump discontinuities in the Bayes estimator do not affect the rate of convergence of the prior risk of the EB estimator to zero. It is also demonstrated that the estimator adjusts to the degree of smoothness of the Bayes estimator, locally, so that outside the neighborhoods of the points of discontinuities, the posterior risk has a high rate of convergence to zero. Hence, the technique suggested in the paper provides estimators which are significantly superior in several respects to those constructed earlier. 相似文献
84.
85.
基础房价的相关指标及其走势一直是大众关心的热门话题.本文通过对上海基础房价相关指标的分析,建立了市场房价走势的两个数学模型.模型一:在相关性分析的基础上利用主成分分析消除指标间的共线性,再用回归拟合房价模型并进行预测;模型二:在相关性分析的基础上利用核估计方法预测出房价.继呵对2005年下半年的房价走势进行了预测,得出的结果与实际情况相吻合. 相似文献
86.
E. Mathieu Y. Foucher P. Dellamonica J. P. Daures 《Methodology and Computing in Applied Probability》2007,9(3):389-397
In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical
taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In
this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding
the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed.
A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented
for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct
times and follow-up has an impact on the evolution of patients.
相似文献
87.
Ryusuke Kon 《Proceedings of the American Mathematical Society》2006,134(10):3025-3034
We establish an exclusion principle in discrete-time Kolmogorov systems by using average Liapunov functions. The exclusion principle shows that a weakly dominant species with a convex logarithmic growth rate function eliminates species with concave logarithmic growth rate functions. A general result is applied to specific population models. This application gives an improved exclusion principle for the specific population models.
88.
对Hajek-Renyi不等式进行了推广,利用推广的不等式给出了随机变量序列绝对平均意义下的强大数定律的一个条件. 相似文献
89.
Koji Yamada Noboru Miura Chihiro Hamaguchi Norihiko Kamata 《Solid-state electronics》1989,32(12):1113-1117
Hot carrier magnetophonon resonances of n-type Si, short channel InP and p-type InSb were investigated in pulsed high magnetic fields up to 40 T. Using a recently developed high resolution technique in pulsed high fields, many new features of the hot carrier-phonon interactions in high magnetic fields were found. 相似文献
90.
Costas Chaikalis 《Wireless Personal Communications》2007,41(1):77-97
Reconfiguration concept represents reconfigurable functionalities of the radio interface for mobile radio systems. Particularly
for the physical layer, some possible reconfigurable architectures can be identified. We focus on outer interleaving for turbo
codes, which can improve their performance in flat Rayleigh fading environment. The larger the number of columns in the outer
interleaver, the better is the performance, but with the penalty of more complexity and delay. Furthermore, an incorrect choice
of the number of columns can increase the bit and frame error rates. Therefore, it would be advantageous to reconfigure the
outer interleaver in different operating environments with the optimum number of columns. Using two different data frame lengths,
in this contribution simulation results are presented for the four possible outer block interleaver configurations specified
for the 3GPP mobile standard in the case of flat Rayleigh fading channel. It is shown that different operating environments
require an optimum number of columns in terms of bit error rate and frame error rate performance. Finally, frame fade duration
is considered and the effect of the product of the Doppler frequency with the frame duration on the performance for the four
different 3GPP outer block interleaver configurations is discussed.
Costas Chaikalis was born in Athens, Greece, on March 7, 1973. He received the B.Sc. degree in electrical engineering in 1995 from Technological
Educational Institute of Lamia, Greece. He also received the M.Sc. and Ph.D. degrees from Department of Electronics and Telecommunications,
University of Bradford, Bradford, UK in 1999 and 2003, respectively. During his doctoral studies he worked as a Research Assistant
for Mobile Virtual Center of Excellence (Mobile VCE), Terminals Group, UK. Since 2003, he is a lecturer in the Department
of Electrical Engineering, Technological Educational Institute of Lamia, Greece. His research interests are in all areas of
mobile communications but especially in forward error correction coding, reconfigurable (software radio) architectures, cross
layer architectures and DSP applications. 相似文献