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Physical Sciences and Mathematics Commons™
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- <p>Confidence intervals -- Mathematical models<br />Censored observations (Statistics)<br />Method of steepest descent (Numerical analysis)</p> (1)
- <p>Differential equations<br />Floquet theory<br />Hamiltonian systems<br />Periodic functions<br />q-series</p> (1)
- <p>Economics -- Mathematical models<br />Finance -- Mathematical models</p> (1)
- Autoregressive Integrated Moving Average (ARIMA) (1)
- Bootstrap (Statistics)<br />Prediction (Logic)<br />Time-series analysis (1)
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Articles 1 - 5 of 5
Full-Text Articles in Physical Sciences and Mathematics
Economics And Finance On Time Scales, Julius Severin Heim
Economics And Finance On Time Scales, Julius Severin Heim
Doctoral Dissertations
"This thesis consists of 6 papers that investigate models in economics and finance based on so-called dynamic equations on time scales. The first paper covers multiplier-accelerator models that can be described by linear second-order dynamic equations. The possibility of taxes as well as the possibility of foreign trade is taken into consideration. The second paper discusses cobweb models, which describe cyclical supply and demand in markets, where the supply is determined before the observation of the price. Cobweb models that can be formulated with first-order linear, second-order linear, and nonlinear dynamic equations are being considered. The third and fourth papers …
Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert
Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert
Masters Theses
"In this work, we study Abel dynamic equations of the first and the second kind. After a brief introduction to time scales, we introduce the Abel differential equations of the first and the second kind, as well as the canonical Abel form in the continuous case. Using the existing information, we derive novel results for time scales. We provide formulas for the Abel dynamic equations of the second kind and present a solution method. We furthermore achieve a special class of Abel equations of the first kind and discuss the canonical Abel equation. We get relations between common dynamic equations …
Periodic Q-Difference Equations, Rotchana Chieochan
Periodic Q-Difference Equations, Rotchana Chieochan
Doctoral Dissertations
"The concept of periodic functions defined on the real numbers or on the integers is a classical topic and has been studied intensively, yielding numerous applications in every kind of science. It is of importance that the real numbers and the integers are closed with respect to addition. However, for a number q > 1, the so-called q-time scale, i.e., the set of nonnegative integer powers of q, is not closed with respect to addition, and therefore it was not possible to define periodic functions on the q-time scale in an obvious way. In this thesis, this important open problem has …
Small Sample Inference For Exponential Survival Times With Heavy Right-Censoring, Noroharivelo Volaniaina Randrianampy
Small Sample Inference For Exponential Survival Times With Heavy Right-Censoring, Noroharivelo Volaniaina Randrianampy
Doctoral Dissertations
"We develop a saddlepoint-based method and several generalized Bartholomew methods for generating confidence intervals about the rate parameter of an exponential distribution in the presence of heavy random right-censoring. Butler's conditional moment generating function formula is used to derive the relevant moment generating function for the rate parameter score function which provides access to a saddlepoint-based bootstrap method. Moment generating functions also play a key role in the generalized Bartholomew methods we develop. Since heavy censoring is assumed, the possible non-existence of the rate parameter maximum likelihood estimate (MLE) is nonignorable. The overwhelming majority of existing methods condition upon the …
Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe
Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe
Doctoral Dissertations
"The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the application of the sieve bootstrap to ARIMA and FARIMA processes. The asymptotic properties of the sieve bootstrap prediction intervals for …