Parameter estimation of diffusion models from

Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes

of nondegenerate discrete observables. For this purpose, the following conditions are shown to be equivalent for measurements of nondegenerate discrete observables: (i) The joint probability distribution of the outcomes of successive measurements depends affinely on the initial state. (ii) The apparatus has

In this paper, we investigate the detectability problem in discrete event systems. We assume that we do not know initially which state the system is in. The problem is to determine the current and subsequent states of the system based on a sequence of observation. The observation includes partial

Several estimating functions for discretely observed diffusion processes are reviewed. First we discuss simple explicit estimating functions based on Gaussian approximations to the transition density. The corresponding estimators often have considerable bias, a problem that can be avoided

This article presents an overview of recent work on ant algorithms, that is, algorithms for discrete optimization that took inspiration from the observation of ant colonies’ foraging behavior, and introduces the ant colony optimization (ACO) metaheuristic. In the first part of the article the basic

A method is presented to approximate optimally an n-dimensional discrete probability distribution by a product of second-order distributions, or the distribution of the first-order tree dependence. The problem is to find an optimum set of n-1 first order dependence relationship among the n

, windowing is less related to sampled windows for DFT's. HERE IS MUCH signal processing devoted to detection and estimation. Detection is the task of determiningif a specific signal set is present in an observation, while estimation is the task of obtaining the values of the parameters

the policymaker and the private agents, it is possible that reputational forces can substitute for formal rules. Here, we develop an example of a reputational equilibrium where the outcomes turn out to be weighted averages of those from discretion and those from the ideal rule. In particular, the rates

into consideration. Several researchers, starting with David Deutsch, have developed models for quantum mechanical computers and have investigated their computational properties. This paper gives Las Vegas algorithms for finding discrete logarithms and factoring integers on a quantum computer that take a number