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Articles 1 - 6 of 6
Full-Text Articles in Mathematics
Testing Diffusion Processes For Non-Stationarity, Jeff Hamrick, Murad S. Taqqu
Testing Diffusion Processes For Non-Stationarity, Jeff Hamrick, Murad S. Taqqu
Master of Science in Analytics (MSAN) Faculty Research
Financial data are often assumed to be generated by diffusions. Using recent results of Fan et al. (J Am Stat Assoc, 102:618–631, 2007; J Financ Econometer, 5:321–357, 2007) and a multiple comparisons procedure created by Benjamini and Hochberg (J R Stat Soc Ser B, 59:289–300, 1995), we develop a test for non-stationarity of a one-dimensional diffusion based on the time inhomogeneity of the diffusion function. The procedure uses a single sample path of the diffusion and involves two estimators, one temporal and one spatial. We first apply the test to simulated data generated from a variety of one-dimensional diffusions. We …
Research On Development Of Yangshan Bonded Logistics Park, Qing Fan
Research On Development Of Yangshan Bonded Logistics Park, Qing Fan
World Maritime University Dissertations
No abstract provided.
Research On Construction Of Agri-Products Logistics System In Wenzhou, Yiqi Ye
Research On Construction Of Agri-Products Logistics System In Wenzhou, Yiqi Ye
World Maritime University Dissertations
No abstract provided.
The Development Research On Chinese Third-Party Cold Chain Logistics, Tianqing Wang
The Development Research On Chinese Third-Party Cold Chain Logistics, Tianqing Wang
World Maritime University Dissertations
No abstract provided.
A Simplex Model For Layered Niche Networks, Philip Fraundorf
A Simplex Model For Layered Niche Networks, Philip Fraundorf
Physics Faculty Works
No abstract provided.
Cultural Advantage For Cities: An Alternative For Developing Countries, Florentin Smarandache, Victor Christianto
Cultural Advantage For Cities: An Alternative For Developing Countries, Florentin Smarandache, Victor Christianto
Branch Mathematics and Statistics Faculty and Staff Publications
No abstract provided.