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Found 910 Documents (Results 1–100)

On statistical properties of the estimator of impulse response function. (English) Zbl 07819630

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 563-585 (2022).
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An econometric analysis of drawdown based measures. (English) Zbl 07819627

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 489-510 (2022).
MSC:  91G70 62M10
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Valuation and optimal strategies for American options under a Markovian regime-switching model. (English) Zbl 07819611

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 121-144 (2022).
MSC:  62M05
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State estimation – the role of reduced models. (English) Zbl 07814264

Chacón Rebollo, Tomás (ed.) et al., Recent advances in industrial and applied mathematics. Selected papers based on the presentations at the 9th international congress of industrial and applied mathematics, València, Spain, July 15–19, 2019. Cham: Springer. SEMA SIMAI Springer Ser. ICIAM 2019 SEMA SIMAI Springer Ser. 1, 57-77 (2022).
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Bayesian selection of adaptive bandwidth in non-homogeneous Poisson process kernel estimators for the intensity function. (English) Zbl 07799427

Seck, Diaraf (ed.) et al., Nonlinear analysis, geometry and applications. Proceedings of the second NLAGA-BIRS symposium, Cap Skirring, Senegal, January 25–30, 2022. Cham: Springer. Trends Math., 143-169 (2022).
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Encounters with martingales in statistics and stochastic optimization. (English) Zbl 1523.60076

Mazliak, Laurent (ed.) et al., The splendors and miseries of martingales. Their history from the casino to mathematics. Cham: Birkhäuser. Trends Hist. Sci., 265-293 (2022).
MSC:  60G42 60G44 62M99
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Simulation of stochastic processes with given reliability and accuracy. (English) Zbl 1515.60084

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 415-452 (2022).
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Quasi-Banach spaces of random variables and modeling of stochastic processes. (English) Zbl 1515.60078

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 351-414 (2022).
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Estimation of multidimensional stationary stochastic sequences from observations in special sets of points. (English) Zbl 1515.60083

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 249-307 (2022).
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Minimax prediction of sequences with periodically stationary increments observed with noise and cointegrated sequences. (English) Zbl 07713451

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 189-247 (2022).
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Estimation problems for periodically correlated stochastic sequences with missed observations. (English) Zbl 07713449

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 111-162 (2022).
MSC:  62M20 62P20 93E10
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Dynamically self-adjusting Gaussian processes for data stream modelling. (English) Zbl 1522.68460

Bergmann, Ralph (ed.) et al., KI 2022: advances in artificial intelligence. 45th German conference on AI, Trier, Germany, September 19–23, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13404, 96-114 (2022).
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Geometric deep learning for design of catalysts and molecules. (English. Russian original) Zbl 07667552

Dokl. Math. 106, Suppl. 1, S63-S64 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 508, 70-72 (2022).
MSC:  82C32 62M45
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