Now showing items 21-30 of 300
A.P.O. rules are asymptotically non deficient for estimation with squared error loss
(Springer-Verlag, 1981-09)
The problem considered is sequential estimation of the mean θ of a one-parameter exponential family of distributions with squared error loss for estimation error and a cost c >0 for each of an i.i.d. sequence of potential ...
Trellis Structure and Higher Weights of Extremal Self-Dual Codes
(Kluwer Academic Publishers; Springer Science+Business Media, 2001-09)
A method for demonstrating and enumerating uniformly efficient (permutation-optimal) trellis decoders for self-dual codes of high minimum distance is developed. Such decoders and corresponding permutations are known for ...
Data subset selection by Boolean calculation
(Elsevier, 1984-11)
In this journal in 1969 the authors described an unconventional method, based on concepts from systematic biology, for storing and retrieving data, whose salient features are: (1) data are stored in such a manner that the ...
Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills
(Elsevier, 1990)
In this paper we suggest using the FACTOR-ARCH model as a parsimonious structure for the conditional covariance matrix of asset excess returns. This structure allows us to study the dynamic relationship between asset risk ...
A reaction-diffusion system of a predator-prey-mutualist model
(Elsevier, 1986-04)
Mutualism is part of many significant processes in nature. Mutualistic benefits arising from modification of predator-prey interactions involve interactions of at least three species. In this paper we investigate the ...
On the estimation of the heavy-tail exponent in time series using the max-spectrum
(John Wiley & Sons, Ltd., 2010-05)
This paper addresses the problem of estimating the tail index Α of distributions with heavy, Pareto-type tails for dependent data, that is of interest in the areas of finance, insurance, environmental monitoring and ...
Primary rat hepatocyte culture on 3D nanofibrous polymer scaffolds for toxicology and pharmaceutical research
(Wiley Subscription Services, Inc., A Wiley Company, 2011-01)
Primary rat hepatocytes are a widely used experimental model to estimate drug metabolism and toxicity. In currently used two-dimensional (2D) cell culture systems, typical problems like morphological changes and the loss ...
Reproduction numbers and thresholds in stochastic epidemic models I. Homogeneous populations
(Elsevier, 1991-12)
We compare threshold results for the deterministic and stochastic versions of the homogeneous SI model with recruitment, death due to the disease, a background death rate, and transmission rate [beta]cXY / N. If an infective ...
Interaction between stock indices via changepoint analysis
(John Wiley & Sons, Ltd., 2006-09)
Stock market indices from several countries are modelled as discretely sampled diffusions whose parameters change at certain times. To estimate these times of parameter changes we employ both a sequential likelihood-ratio ...