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Physical Sciences and Mathematics Commons™
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- Keyword
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- Breakdown (7)
- Simulation (7)
- Reliability (6)
- Availability (5)
- Asymptotic normality (4)
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- Entropy (4)
- Exponential distribution (4)
- Feedback (4)
- Multiple vacation (4)
- Nonparametric estimation (4)
- Working vacation (4)
- Balking (3)
- Bernoulli feedback (3)
- Bulk service (3)
- Closedown (3)
- Estimation (3)
- Functional data (3)
- Impatient customers (3)
- M/M/1 queue (3)
- Markovian arrival process (3)
- Reneging (3)
- Repair (3)
- Retrial (3)
- Skew-normal distribution (3)
- Abandonment (2)
- Batch Arrival (2)
- Batch arrival (2)
- Batch arrivals (2)
- Bernoulli vacation (2)
- Block-by-block method (2)
Articles 1 - 30 of 133
Full-Text Articles in Physical Sciences and Mathematics
A Novel Fuzzy Time Series Forecasting Method Based On Probabilistic Fuzzy Set And Cpbd Approach, Krishna Kumar Gupta, Suneet Saxena
A Novel Fuzzy Time Series Forecasting Method Based On Probabilistic Fuzzy Set And Cpbd Approach, Krishna Kumar Gupta, Suneet Saxena
Applications and Applied Mathematics: An International Journal (AAM)
Probabilistic fuzzy set is used to model the non-probabilistic and probabilistic uncertainties simultaneously in the system. This study proposes a cumulative probability-based discretization and probabilistic fuzzy set based novel fuzzy time series forecasting method. It also proposes a novel discretization approach based on cumulative probability to tackle the probabilistic uncertainty in partitioning of datasets. Gaussian probability distribution function has been used to construct probabilistic fuzzy set. The advantage of the proposed work is that it addresses the uncertainties due to randomness and fuzziness simultaneously and also improves accuracy rate in time series forecasting. A proposed forecasting method is applied on …
Stability Of Predator-Prey Model For Worm Attack In Wireless Sensor Networks, Rajeev Kishore, Padam Singh
Stability Of Predator-Prey Model For Worm Attack In Wireless Sensor Networks, Rajeev Kishore, Padam Singh
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we propose a predator-prey mathematical model for analyzing the dynamical behaviors of the system. This system is an epidemic model, and it is capable of ascertaining the worm's spreading at the initial stage and improving the security of wireless sensor networks. We investigate different fixed points and examine the stability of the projected model.
(R2051) Analysis Of Map/Ph1, Ph2/2 Queueing Model With Working Breakdown, Repairs, Optional Service, And Balking, G. Ayyappan, G. Archana
(R2051) Analysis Of Map/Ph1, Ph2/2 Queueing Model With Working Breakdown, Repairs, Optional Service, And Balking, G. Ayyappan, G. Archana
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, a classical queueing system with two types of heterogeneous servers has been considered. The Markovian Arrival Process (MAP) is used for the customer arrival, while phase type distribution (PH) is applicable for the offering of service to customers as well as the repair time of servers. Optional service are provided by the servers to the unsatisfied customers. The server-2 may get breakdown during the busy period of any type of service. Though the server- 2 got breakdown, server-2 has a capacity to provide the service at a slower rate to the current customer who is receiving service …
(R1975) Map/Ph(1), Ph(2)/2 Queue With Multiple Vacation, Optional Service, Consultations And Interruptions, G. Ayyappan, S. Sankeetha
(R1975) Map/Ph(1), Ph(2)/2 Queue With Multiple Vacation, Optional Service, Consultations And Interruptions, G. Ayyappan, S. Sankeetha
Applications and Applied Mathematics: An International Journal (AAM)
Two types of services are explored in this paper: regular server and main server, both of which provide both regular and optional services. Customers arrive using the Markovian Arrival Process (MAP), and service time is allocated based on phase type. The regular server uses the main server as a resource. Customers’ service at the primary server is disrupted as a result. When the queue size is empty, the main server can take several vacations. This system has been represented as a QBD Process that investigates steady state with the use of matrix analytic techniques, employing finite-dimensional block matrices. Our model’s …
(R2027) A New Class Of Pareto Distribution: Estimation And Its Applications, Anitta Susan Aniyan, Dais George
(R2027) A New Class Of Pareto Distribution: Estimation And Its Applications, Anitta Susan Aniyan, Dais George
Applications and Applied Mathematics: An International Journal (AAM)
The classical Pareto distribution is a positively skewed and right heavy-tailed lifetime distribution having a lot many applications in various fields of science and social science. In this work, via logarithmic trans-formed method, a new three parameter lifetime distribution, an extension of classical Pareto distribution is generated. The different structural properties of the new distribution are studied. The model parameters are estimated by the method of maximum likelihood and Bayesian procedure. When all the three parameters of the distribution are unknown, the Bayes estimators cannot be obtained in a closed form and hence, the Lindley’s approximation under squared error loss …
(R2053) Analysis Of Map/Ph/1 Queueing Model Subject To Two-Stage Vacation Policy With Imperfect Service, Setup Time, Breakdown, Delay Time, Phase Type Repair And Reneging Customer, N. Arulmozhi
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we study a continuous-time single server queueing system with an infinite system of capacity, a two-stage vacation policy with imperfect service, setup, breakdown, delay time, phase-type of repair and customer reneging. The Markovian Arrival Process is used for the arrival of a customer and the phase-type distribution is used when offering service. This encompasses the policy of two vacations: a single working vacation and multiple vacations. Using the Matrix-Analytic Method to approach the system generates an invariant probability vector for this model. Henceforth, the busy period, waiting time distribution and cost analysis are the additional findings. The …
(R2025) Improving The Lda Linear Discriminant Analysis Method By Eliminating Redundant Variables For The Diagnosis Of Covid-19 Patients, Kianoush Fathi Vajargah, Hamid Mottaghi Golshan, Fazel Badakhshan Farahabadi
(R2025) Improving The Lda Linear Discriminant Analysis Method By Eliminating Redundant Variables For The Diagnosis Of Covid-19 Patients, Kianoush Fathi Vajargah, Hamid Mottaghi Golshan, Fazel Badakhshan Farahabadi
Applications and Applied Mathematics: An International Journal (AAM)
Nowadays, with the increase in data production speed, the process of data analysis has faced many problems because this big data is often accompanied by plug-in data and redundant data. Therefore, the use of dimensional methods in the pre-data analysis stage is necessary. In data mining, dimensional reduction is one of the most important steps in data pre-processing. Principal component analysis (PCA) and linear discriminant analysis (LDA) are often used to reduce dimensions in data mining. The LDA method is a monitored and controlled method but the PCA is not controlled method. When the number of samples in classes is …
(R1899) Asymptotic Normality Of The Conditional Hazard Function In The Local Linear Estimation Under Functional Mixing Data, Amina Goutal, Boubaker Mechab, Omar Fetitah, Torkia Merouan
(R1899) Asymptotic Normality Of The Conditional Hazard Function In The Local Linear Estimation Under Functional Mixing Data, Amina Goutal, Boubaker Mechab, Omar Fetitah, Torkia Merouan
Applications and Applied Mathematics: An International Journal (AAM)
In this study, we are interested in using the local linear technique to estimate the conditional hazard function for functional dependent data where the scalar response is conditioned by a functional random variable. The asymptotic normality of this constructed estimator is demonstrated under some extreme conditions. Our estimator’s performance is demonstrated through simulations.
(R1953) M-Regression Estimation With The K Nearest Neighbors Smoothing Under Quasi-Associated Data In Functional Statistics, Bellatrach Nadjet, Bouabsa Wahiba, Attouch Mohammed Kadi, Fetitah Omar
(R1953) M-Regression Estimation With The K Nearest Neighbors Smoothing Under Quasi-Associated Data In Functional Statistics, Bellatrach Nadjet, Bouabsa Wahiba, Attouch Mohammed Kadi, Fetitah Omar
Applications and Applied Mathematics: An International Journal (AAM)
The main goal of this paper is to study the non parametric M-estimation under quasi-associated sequence with the k Nearest Neighbor’s method shortly (kNN). We construct an estimator of this nonparametric function and we study its asymptotic properties. Furthermore, a comparison study based on simulated data is also provided to illustrate the highly sensitive of the kNN approach to the presence of even a small proportion of outliers in the data.
(R1971) Analysis Of Feedback Queueing Model With Differentiated Vacations Under Classical Retrial Policy, Poonam Gupta, Naveen Kumar, Rajni Gupta
(R1971) Analysis Of Feedback Queueing Model With Differentiated Vacations Under Classical Retrial Policy, Poonam Gupta, Naveen Kumar, Rajni Gupta
Applications and Applied Mathematics: An International Journal (AAM)
This paper analyzes an M/M/1 retrial queue under differentiated vacations and Bernoulli feedback policy. On receiving the service, if the customer is not satisfied, then he may join the retrial group again with some probability and demand for service or may leave the system with the complementary probability. Using the probability generating functions technique, the steady-state solutions of the system are obtained. Furthermore, we have obtained some of the important performance measures such as expected orbit length, expected length of the system, sojourn times and probability of server being in different states. Using MATLAB software, we have represented the graphical …
(R1984) Analysis Of M^[X1], M^[X2]/G1, G_2^(A,B)/1 Queue With Priority Services, Server Breakdown, Repair, Modified Bernoulli Vacation, Immediate Feedback, G. Ayyappan, S. Nithya, B. Somasundaram
(R1984) Analysis Of M^[X1], M^[X2]/G1, G_2^(A,B)/1 Queue With Priority Services, Server Breakdown, Repair, Modified Bernoulli Vacation, Immediate Feedback, G. Ayyappan, S. Nithya, B. Somasundaram
Applications and Applied Mathematics: An International Journal (AAM)
In this investigation, the steady state analysis of two individualistic batch arrival queues with immediate feedback, modified Bernoulli vacation and server breakdown are introduced. Two different categories of customers like priority and ordinary are to be considered. This model propose nonpreemptive priority discipline. Ordinary and priority customers arrive as per Poisson processes. The server consistently afford single service for priority customers and the general bulk service for the ordinary customers and the service follows general distribution. The ordinary customers to be served only if the batch size should be greater than or equal to "a", else the server should not …
(R2024) A New Weighted Poisson Distribution For Over- And Under-Dispersion Situations, Michel Koukouatikissa Diafouka, Gelin Chedly Louzayadio, Rodnellin Onéime Malouata
(R2024) A New Weighted Poisson Distribution For Over- And Under-Dispersion Situations, Michel Koukouatikissa Diafouka, Gelin Chedly Louzayadio, Rodnellin Onéime Malouata
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we propose a four-parameter weighted Poisson distribution that includes and generalizes the weighted Poisson distribution proposed by Castillo and Pérez-Casany and the Conway- Maxwell-Poisson distribution, as well as other well-known distributions. It is a distribution that is a member of the exponential family and is an exponential combination formulation between the weighted Poisson distribution proposed by Castillo and Pérez-Casany and the Conway-Maxwell- Poisson distribution. This new distribution with an additional parameter of dispersion is more flexible, and the Fisher dispersion index can be greater than, equal to, or less than one. This last property allows it to …
(R1999) Analysis Of A Markovian Retrial Queue With Reneging And Working Vacation Under N-Control Pattern, P. Manoharan, S. Pazhani Bala Murugan, A. Sobanappriya
(R1999) Analysis Of A Markovian Retrial Queue With Reneging And Working Vacation Under N-Control Pattern, P. Manoharan, S. Pazhani Bala Murugan, A. Sobanappriya
Applications and Applied Mathematics: An International Journal (AAM)
A Markovian retrial queue with reneging and working vacation under N-control pattern is investigated in this article. To describe the system, we employ a QBD analogy. The model’s stability condition is deduced. The stationary probability distribution is gotten by utilizing the matrix-analytic technique. The conditional stochastic decomposition of the line length in the orbit is calculated. The performance measures and special cases are designed. The model’s firmness is demonstrated numerically.
(Si10-083) Approximate Controllability Of Infinite-Delayed Second-Order Stochastic Differential Inclusions Involving Non-Instantaneous Impulses, Shobha Yadav, Surendra Kumar
(Si10-083) Approximate Controllability Of Infinite-Delayed Second-Order Stochastic Differential Inclusions Involving Non-Instantaneous Impulses, Shobha Yadav, Surendra Kumar
Applications and Applied Mathematics: An International Journal (AAM)
This manuscript investigates a broad class of second-order stochastic differential inclusions consisting of infinite delay and non-instantaneous impulses in a Hilbert space setting. We first formulate a new collection of sufficient conditions that ensure the approximate controllability of the considered system. Next, to investigate our main findings, we utilize stochastic analysis, the fundamental solution, resolvent condition, and Dhage’s fixed point theorem for multi-valued maps. Finally, an application is presented to demonstrate the effectiveness of the obtained results.
(R1881) Impatient Customers In Queueing System With Optional Vacation Policies And Power Saving Mode, Poonam Gupta, Rajni Gupta, Sangeeta Malik
(R1881) Impatient Customers In Queueing System With Optional Vacation Policies And Power Saving Mode, Poonam Gupta, Rajni Gupta, Sangeeta Malik
Applications and Applied Mathematics: An International Journal (AAM)
In this manuscript, a queueing system with two optional vacation policies, power-saving mode under reneging and retention of reneged customers in both vacations is analyzed. If the server is free, it chooses either of the vacations, classical vacation or working vacation. During vacations, the customers may get impatient due to delays and may leave the system, but they are retained in the system with some convincing mechanisms. On vacation completion, if the system is empty, the server is turned off to facilitate better utilization of the resources. Some of the operating system characteristics are derived using the probability generating functions …
(R1510) A Special Case Of Rodriguez-Lallena And Ubeda-Flores Copula Based On Ruschendorf Method, Marvin G. Pizon, Rolando N. Paluga
(R1510) A Special Case Of Rodriguez-Lallena And Ubeda-Flores Copula Based On Ruschendorf Method, Marvin G. Pizon, Rolando N. Paluga
Applications and Applied Mathematics: An International Journal (AAM)
Measure of dependence is a particular way of looking at the association between random variables, and one way to capture stochastic dependence is through the use of copula. In this study, a Rushendorf Method was applied to a bivariate function to obtain a copula through the use of a special case of Rodriguez-Lallena and Ubeda-Flores (RLUF) copula. Properties of the RLUF copula such as the density, measures of dependence, and lower and upper tail dependence were studied. In particular, measures of dependence such as Spearman’s rho, Kendall’s tau and Blomqvist’s beta of RLUF copula are given. Moreover, the Root-Mean-Square Error …
(R1503) Numerical Ultimate Survival Probabilities In An Insurance Portfolio Compounded By Risky Investments, Juma Kasozi
(R1503) Numerical Ultimate Survival Probabilities In An Insurance Portfolio Compounded By Risky Investments, Juma Kasozi
Applications and Applied Mathematics: An International Journal (AAM)
Probability of ultimate survival is one of the central problems in insurance because it is a management tool that may be used to check on the solvency levels of the insurer. In this article, we numerically compute this probability for an insurer whose portfolio is compounded by investments arising from a risky asset. The uncertainty in the celebrated Cramér-Lundberg model is provided by a standard Brownian motion that is independent of the standard Brownian motion in the model for the risky asset. We apply an order four Block-by-block method in conjunction with the Simpson rule to solve the resulting Volterra …
(R1239) A New Type Ii Half Logistic-G Family Of Distributions With Properties, Regression Models, System Reliability And Applications, Emrah Altun, Morad Alizadeh, Haitham M. Yousof, Mahdi Rasekhi, G. G. Hamedani
(R1239) A New Type Ii Half Logistic-G Family Of Distributions With Properties, Regression Models, System Reliability And Applications, Emrah Altun, Morad Alizadeh, Haitham M. Yousof, Mahdi Rasekhi, G. G. Hamedani
Applications and Applied Mathematics: An International Journal (AAM)
This study proposes a new family of distributions based on the half logistic distribution. With the new family, the baseline distributions gain flexibility through additional shape parameters. The important statistical properties of the proposed family are derived. A new generalization of the Weibull distribution is used to introduce a location-scale regression model for the censored response variable. The utility of the introduced models is demonstrated in survival analysis and estimation of the system reliability. Three data sets are analyzed. According to the empirical results, it is observed that the proposed family gives better results than other existing models.
(R1887) Inferring Trends Of Point Processes From Non-Iid Samples, Bruno Appolloni
(R1887) Inferring Trends Of Point Processes From Non-Iid Samples, Bruno Appolloni
Applications and Applied Mathematics: An International Journal (AAM)
We discuss unprecedented, albeit rudimentary, tools to infer the evolution of a point process where the available samples are both truncated and non independently drawn. To achieve this goal, we lay in an intermediate domain between probability models and fuzzy sets, still maintaining probabilistic features of the employed statistics as the reference KPI of the tools. The overall strategy is to frame the problem within the Algorithmic Inference framework and use a sort of kernel trick to distort the seeds of the observed variable so as to render them an iid sample of a random variable in a proper feature …
(R1493) Discussion On Stability And Hopf-Bifurcation Of An Infected Prey Under Refuge And Predator, Moulipriya Sarkar, Tapasi Das
(R1493) Discussion On Stability And Hopf-Bifurcation Of An Infected Prey Under Refuge And Predator, Moulipriya Sarkar, Tapasi Das
Applications and Applied Mathematics: An International Journal (AAM)
The paper deals with the case of non-selective predation in a partially infected prey-predator system, where both the susceptible prey and predator follow the law of logistic growth and some preys avoid predation by hiding. The disease-free preys get infected in due course of time by a certain rate. However, the carrying capacity of the predator population is considered proportional to the sum-total of the susceptible and infected prey. The positivity and boundedness of the solutions of the system are studied and the existence of the equilibrium points and stability of the system are analyzed at these points. The effect …
(R1463) On The Central Limit Theorem For Conditional Density Estimator In The Single Functional Index Model, Abbes Rabhi, Nadia Kadiri, Fatima Akkal
(R1463) On The Central Limit Theorem For Conditional Density Estimator In The Single Functional Index Model, Abbes Rabhi, Nadia Kadiri, Fatima Akkal
Applications and Applied Mathematics: An International Journal (AAM)
The main objective of this paper is to investigate the nonparametric estimation of the conditional density of a scalar response variable Y, given the explanatory variable X taking value in a Hilbert space when the sample of observations is considered as an independent random variables with identical distribution (i.i.d.) and are linked with a single functional index structure. First of all, a kernel type estimator for the conditional density function (cond-df) is introduced. Afterwards, the asymptotic properties are stated for a conditional density estimator when the observations are linked with a single-index structure from which we derive an central …
(R1505) A Note On Large Deviations In Insurance Risk, Stefan Gerhold
(R1505) A Note On Large Deviations In Insurance Risk, Stefan Gerhold
Applications and Applied Mathematics: An International Journal (AAM)
We study large and moderate deviations for an insurance portfolio, with the number of claims tending to infinity, without assuming identically distributed claims. The crucial assumption is that the centered claims are bounded, and that variances are bounded below. From a general large deviations upper bound, we obtain an exponential bound for the probability of the average loss exceeding a threshold. A counterexample shows that a full large deviation principle, including also a lower bound, does not follow from our assumptions. We argue that our assumptions make sense, in particular, for life insurance portfolios and discuss how to apply our …
Weighted Geometric Mean And Its Properties, Ievgen Turchyn
Weighted Geometric Mean And Its Properties, Ievgen Turchyn
Applications and Applied Mathematics: An International Journal (AAM)
Various means (the arithmetic mean, the geometric mean, the harmonic mean, the power means) are often used as central tendency statistics. A new statistic of such type is offered for a sample from a distribution on the positive semi-axis, the γ-weighted geometric mean. This statistic is a certain weighted geometric mean with adaptive weights. Monte Carlo simulations showed that the γ-weighted geometric mean possesses low variance: smaller than the variance of the 0.20-trimmed mean for the Lomax distribution. The bias of the new statistic was also studied. We studied the bias in terms of nonparametric confidence intervals for the quantiles …
Some Asymptotic Properties Of Conditional Density Function For Functional Data Under Random Censorship, Fatima Akkal, Abbes Rabhi, Latifa Keddani
Some Asymptotic Properties Of Conditional Density Function For Functional Data Under Random Censorship, Fatima Akkal, Abbes Rabhi, Latifa Keddani
Applications and Applied Mathematics: An International Journal (AAM)
In this work, we investigate the asymptotic properties of a nonparametric mode of a conditional density when the real response variable is censored and the explanatory variable is valued in a semi- metric space under ergodic data. First of all, we establish asymptotic properties for a conditional density estimator from which we derive an central limit theorem (CLT) of the conditional mode estimator. Simulation study is also presented to illustrate the validity and finite sample performance of the considered estimator.
Nonparametric Estimation Of The Conditional Distribution Function For Surrogate Data By The Regression Model, Imane Metmous, Mohammed K. Attouch, Boubaker Mechab, Torkia Merouan
Nonparametric Estimation Of The Conditional Distribution Function For Surrogate Data By The Regression Model, Imane Metmous, Mohammed K. Attouch, Boubaker Mechab, Torkia Merouan
Applications and Applied Mathematics: An International Journal (AAM)
The main objective of this paper is to estimate the conditional cumulative distribution using the nonparametric kernel method for a surrogated scalar response variable given a functional random one. We introduce the new kernel type estimator for the conditional cumulative distribution function (cond-cdf) of this kind of data. Afterward, we estimate the quantile by inverting this estimated cond-cdf and state the asymptotic properties. The uniform almost complete convergence (with rate) of the kernel estimate of this model and the quantile estimator is established. Finally, a simulation study completed to show how our methodology can be adopted.
Analysis Of Means (Anom) Concepts And Computations, Kalanka P. Jayalath, Jacob Turner
Analysis Of Means (Anom) Concepts And Computations, Kalanka P. Jayalath, Jacob Turner
Applications and Applied Mathematics: An International Journal (AAM)
The classical Analysis of Means (ANOM) is a statistical inferencing procedure and visualization tool to analyze means from experiments with fixed effects. It can serve as an alternative to the Analysis of Variance (ANOVA) procedure that has distinct advantages when determining which effects contributed to an overall test’s significant result. ANOM has been extended to handle numerous situations including robust procedures involving ranks. More recent advancements of this procedure allow one to handle both random, and mixed effect models. In this work, we discuss the recent developments on ANOM methods that are useful in practice, provide examples that illustrate their …
Nonparametric Relative Error Estimation Via Functional Regressor By The K Nearest Neighbors Smoothing Under Truncation Random Data, Wahiba Bouabsa
Nonparametric Relative Error Estimation Via Functional Regressor By The K Nearest Neighbors Smoothing Under Truncation Random Data, Wahiba Bouabsa
Applications and Applied Mathematics: An International Journal (AAM)
The relation between a functional random covariate and a scalar answer due to left truncation by a different random variable is evaluated in this study with the kNN method. In particular, in order to produce a nonparametric kNN regression operator of these functional truncated data as a loss function, we should use mean squared relative error. In number of neighbors, we establish an estimator and assess the uniform consistency performance with the convergence rate. Then, for different levels of computational truncated data, a simulation analysis was carried out on finite-sized samples to show the feasibility of our estimation procedure and …
Theoretical Study Of Mach Number And Compressibility Effect On The Slender Airfoils, Abrar Hoque, Masudar Rahman, Ashabul Hoque
Theoretical Study Of Mach Number And Compressibility Effect On The Slender Airfoils, Abrar Hoque, Masudar Rahman, Ashabul Hoque
Applications and Applied Mathematics: An International Journal (AAM)
Theoretical development of the velocity potential equation for compressible flow and its various consequences has been presented. The geometrical interpretation of potential equation and conformal mapping technique are discussed where the mappings link the flow around a circular cylinder of a slender airfoil. The lift and drag coefficients are determined for the slender airfoils based on the Mach number and compressibility effects. The calculated lift coefficients show that with the increasing of attack angle it increases linearly and a higher lift coefficient is found for a smaller Mach number for any certain attack angle. Similarly, the drag profiles are determined …
Generation And Statistical Properties For Lindley-Polynomial Distribution, Dariush Ghorbanzadeh
Generation And Statistical Properties For Lindley-Polynomial Distribution, Dariush Ghorbanzadeh
Applications and Applied Mathematics: An International Journal (AAM)
For the modeling of the wind speed, we propose a family of distributions in polynomial form generating the Lindley distribution. We call this distribution Lindley-Polynomial distribution. The estimation of parameters using the maximum product spacing estimation method. A real data set has been considered to illustrate the practical utility of the paper.
Nonparametric Estimation Of Trend Function For Stochastic Differential Equations Driven By A Weighted Fractional Brownian Motion, Abdelmalik Keddi, Fethi Madani, Amina A. Bouchentouf
Nonparametric Estimation Of Trend Function For Stochastic Differential Equations Driven By A Weighted Fractional Brownian Motion, Abdelmalik Keddi, Fethi Madani, Amina A. Bouchentouf
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we consider the problem of nonparametric estimation of trend function for stochastic differential equations driven by a weighted fractional Brownian motion (weighted-fBm). Under some general conditions, the consistent uniform, the rate of convergence as well as the asymptotic normality of our estimator are established. In addition, a numerical example is provided to illustrate the validity of the considered estimator.