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Sequential Estimation Of Parameters In A First Order Autoregressive Model
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Book Synopsis Sequential Estimation of Parameters in a First Order Autoregressive Model by : Tharuvai Narayanaswami Sriram
Download or read book Sequential Estimation of Parameters in a First Order Autoregressive Model written by Tharuvai Narayanaswami Sriram and published by . This book was released on 1986 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Sequential Parameter Estimation in Exponential Autoregressive Processes by : M. R. Chernick
Download or read book Sequential Parameter Estimation in Exponential Autoregressive Processes written by M. R. Chernick and published by . This book was released on 1982 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper generalizes the sequential estimation of autoregressive parameters as given in Gaver and Lewis (1980) of pth order processes EAR(p) and GAR(p). The first two moments of the stopping time distribution are computed for the EAR(2) process, a procedure for estimating the paramter lambda is given, and a simulation is given to show how large the stopping time can be for various alpha 1 and alpha 2.
Book Synopsis Parameter Estimation for Mixed Linear Models with a First Order Autoregressive Covariance Structure by : Kevin Michael Wade
Download or read book Parameter Estimation for Mixed Linear Models with a First Order Autoregressive Covariance Structure written by Kevin Michael Wade and published by . This book was released on 1990 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis On the Estimation of the First-Order Autoregressive Parameter by : F. Giannella
Download or read book On the Estimation of the First-Order Autoregressive Parameter written by F. Giannella and published by . This book was released on 1984 with total page 79 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents Cramer-Rao (C-R) bounds for parameter estimation of a first-order autoregressive process from a finite record of data. The authors used these bounds to evaluate the performance of Maximum Likelihood Estimation (MLE) and linear prediction approaches. Some estimators use low-rank approximation of an estimated covariance matrix. The latter estimates are based on the method of Tufts and Kumaresan. In this document a zero selection techniques in the last step of the procedure was added. The low-rank, high order, linear prediction estimator performs better than the other methods which were tested, when the pole is close to the unit circle. It is slightly biased and its variance is small and close to the variance given by the C-R bound for unbiased estimators. For a small number of samples (25 to 100) this estimator performs substantially better than the MLE. (Author).
Book Synopsis Mathematical Methods of Statistics by :
Download or read book Mathematical Methods of Statistics written by and published by . This book was released on 1998 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Parameter Estimation in Stochastic Differential Equations by : Jaya P. N. Bishwal
Download or read book Parameter Estimation in Stochastic Differential Equations written by Jaya P. N. Bishwal and published by Springer. This book was released on 2007-09-26 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
Book Synopsis Sequential Methods and Their Applications by : Nitis Mukhopadhyay
Download or read book Sequential Methods and Their Applications written by Nitis Mukhopadhyay and published by CRC Press. This book was released on 2008-10-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this field, Sequential Methods and Their Applications illustrates the efficiency of sequential methodologies when dealing with contemporary statistical challenges in many areas.The book fir
Book Synopsis Sequential Estimation of the Parameters in Unstable AR(2) by : Leonid I. Galčuk
Download or read book Sequential Estimation of the Parameters in Unstable AR(2) written by Leonid I. Galčuk and published by . This book was released on 2004 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistics And Control Of Stochastic Processes: The Liptser Festschrift by : Yu M Kabanov
Download or read book Statistics And Control Of Stochastic Processes: The Liptser Festschrift written by Yu M Kabanov and published by World Scientific. This book was released on 1997-12-04 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers presented at the Steklov Seminar on Statistics and Control of Stochastic Processes. For the past three decades, the seminar has determined the development, in a number of important directions, of the theory of random processes not only in the USSR (now Russia) but in the whole world. It was organised by A N Shiryaev in collaboration with N V Krylov and R Sh Liptser. It started off with optimal stopping and filtering with applications to engineering, and very soon extended its interests to more general problems of stochastic control, causal and anticipating stochastic calculus, limit theorems for semimartingales, martingale methods in queueing theory, foundations of statistics of random processes and, in recent years, mathematical finance. Many studies, for example of stochastic PDEs or extended stochastic integrals, anticipated largely Western works.The contributions in this book are devoted to the hottest topics and united by a martingale methodology which was the key idea of the seminar.
Book Synopsis Essays in Honor of Joon Y. Park by : Yoosoon Chang
Download or read book Essays in Honor of Joon Y. Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Book Synopsis Model-Based Monitoring and Statistical Control by : Kohei Ohtsu
Download or read book Model-Based Monitoring and Statistical Control written by Kohei Ohtsu and published by CRC Press. This book was released on 2024-06-11 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Available in English for the first time, this classic and influential book by the late Kohei Ohtsu presents real examples of ships in motion under irregular ocean waves, how to understand the characteristics of fluctuations of stochastic phenomena through spectral analysis methods and statistical modeling. It also explains how to realize prediction and optimal control based on time series models. In recent years, the need to improve safety and reduce environmental impact in ship operations has been increasing, and the statistical methods presented in this book will be increasingly needed in the future. In addition, the recent development of innovative AI technology and highspeed communications will make it possible to adapt this method not only to ship monitoring and control, but also to any field that involves irregular fluctuations, and it is expected to contribute to solving issues that have been difficult to solve in the past. Part 1 describes classical spectral method for the analysis of stochastic phenomena. In Part 2, this book explains methods to construct time series models using the information criterion, to capture the characteristics of ship and engine motions using the model, to design a model-based monitoring system that informs navigators operating the ship and managers ashore. Furthermore, it explains statistical control method to design an autopilot system and the governor of a marine engine, while showing actual examples. Part 3 presents the basic knowledge necessary for understanding these topics of the book, namely, the basic theory of ship motion, probability and statistics, Kalman filter and statistical optimal control theory.
Book Synopsis Classification, Parameter Estimation and State Estimation by : Ferdinand van der Heijden
Download or read book Classification, Parameter Estimation and State Estimation written by Ferdinand van der Heijden and published by John Wiley & Sons. This book was released on 2005-06-10 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classification, Parameter Estimation and State Estimation is a practical guide for data analysts and designers of measurement systems and postgraduates students that are interested in advanced measurement systems using MATLAB. 'Prtools' is a powerful MATLAB toolbox for pattern recognition and is written and owned by one of the co-authors, B. Duin of the Delft University of Technology. After an introductory chapter, the book provides the theoretical construction for classification, estimation and state estimation. The book also deals with the skills required to bring the theoretical concepts to practical systems, and how to evaluate these systems. Together with the many examples in the chapters, the book is accompanied by a MATLAB toolbox for pattern recognition and classification. The appendix provides the necessary documentation for this toolbox as well as an overview of the most useful functions from these toolboxes. With its integrated and unified approach to classification, parameter estimation and state estimation, this book is a suitable practical supplement in existing university courses in pattern classification, optimal estimation and data analysis. Covers all contemporary main methods for classification and estimation. Integrated approach to classification, parameter estimation and state estimation Highlights the practical deployment of theoretical issues. Provides a concise and practical approach supported by MATLAB toolbox. Offers exercises at the end of each chapter and numerous worked out examples. PRtools toolbox (MATLAB) and code of worked out examples available from the internet Many examples showing implementations in MATLAB Enables students to practice their skills using a MATLAB environment
Book Synopsis Nonlinear Renewal Theory in Sequential Analysis by : Michael Woodroofe
Download or read book Nonlinear Renewal Theory in Sequential Analysis written by Michael Woodroofe and published by SIAM. This book was released on 1982-01-01 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self-contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.
Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1989 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Real World Speech Processing by : Jhing-Fa Wang
Download or read book Real World Speech Processing written by Jhing-Fa Wang and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real World Speech Processing brings together in one place important contributions and up-to-date research results in this fast-moving area. The contributors to this work were selected from the leading researchers and practitioners in this field. The work, originally published as Volume 36, Numbers 2-3 of the Journal of VLSI Signal Processing Systems for Signal, Image, and Video Technology, will be valuable to anyone working or researching in the field of speech processing. It serves as an excellent reference, providing insight into some of the most challenging issues being examined today.
Book Synopsis Adaptive parameter estimation in the dynamic autoregressive model of first order by : Roland Günther
Download or read book Adaptive parameter estimation in the dynamic autoregressive model of first order written by Roland Günther and published by . This book was released on 1984 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Big Data Analytics for Cyber-Physical System in Smart City by : Mohammed Atiquzzaman
Download or read book Big Data Analytics for Cyber-Physical System in Smart City written by Mohammed Atiquzzaman and published by Springer Nature. This book was released on 2020-01-11 with total page 2049 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers a selection of peer-reviewed papers presented at the first Big Data Analytics for Cyber-Physical System in Smart City (BDCPS 2019) conference, held in Shengyang, China, on 28–29 December 2019. The contributions, prepared by an international team of scientists and engineers, cover the latest advances made in the field of machine learning, and big data analytics methods and approaches for the data-driven co-design of communication, computing, and control for smart cities. Given its scope, it offers a valuable resource for all researchers and professionals interested in big data, smart cities, and cyber-physical systems.
