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Articles 1 - 10 of 10
Full-Text Articles in Physical Sciences and Mathematics
Copula Density Estimation By Total Variation Penalized Likelihood, Leming Qu, Yi Qian, Hui Xie
Copula Density Estimation By Total Variation Penalized Likelihood, Leming Qu, Yi Qian, Hui Xie
Leming Qu
Copulas are full measures of dependence among random variables. They are increasingly popular among academics and practitioners in financial econometrics for modeling comovements between markets, risk factors, and other relevant variables. A copula's hidden dependence structure that couples a joint distribution with its marginals makes a parametric copula non-trivial. An approach to bivariate copula density estimation is introduced that is based on a penalized likelihood with a total variation penalty term. Adaptive choice of the amount of regularization is based on approximate Bayesian Information Criterion (BIC) type scores. Performance are evaluated through the Monte Carlo simulation.
Correction To “The Theory Of Quaternion Orthogonal Designs”, Tadeusz Wysocki, Beata Wysocki, Sarah Spence Adams
Correction To “The Theory Of Quaternion Orthogonal Designs”, Tadeusz Wysocki, Beata Wysocki, Sarah Spence Adams
Sarah Spence Adams
Seberry et al. claimed that even though the dual-polarized transmission channel cannot be considered as described by means of a single quaternionic gain, the maximum-likelihood (ML) decoding rule can be decoupled for orthogonal space–time-polarization block codes (OSTPBCs) derived from quaternion orthogonal designs (QODs) [1, Sec. IV]. Regretfully, a correction is necessary, and we will show that decoupled decoding using the method presented therein is only optimal for codes derived from certain QODs, not from arbitrary QODs as previously suggested.
Wavelet Deconvolution In A Periodic Setting Using Cross-Validation, Leming Qu, Partha Routh, Kyungduk Ko
Wavelet Deconvolution In A Periodic Setting Using Cross-Validation, Leming Qu, Partha Routh, Kyungduk Ko
Kyungduk Ko
The wavelet deconvolution method WaveD using band-limited wavelets offers both theoretical and computational advantages over traditional compactly supported wavelets. The translation-invariant WaveD with a fast algorithm improves further. The twofold cross-validation method for choosing the threshold parameter and the finest resolution level in WaveD is introduced. The algorithm’s performance is compared with the fixed constant tuning and the default tuning in WaveD.
Bayesian Wavelet-Based Methods For The Detection Of Multiple Changes Of The Long Memory Parameter, Kyungduk Ko
Bayesian Wavelet-Based Methods For The Detection Of Multiple Changes Of The Long Memory Parameter, Kyungduk Ko
Kyungduk Ko
Long memory processes are widely used in many scientific fields, such as economics, physics, and engineering. Change point detection problems have received considerable attention in the literature because of their wide range of possible applications. Here we describe a wavelet-based Bayesian procedure for the estimation and location of multiple change points in the long memory parameter of Gaussian autoregressive fractionally integrated moving average models (ARFIMA(p, d, q)), with unknown autoregressive and moving average parameters. Our methodology allows the number of change points to be unknown. The reversible jump Markov chain Monte Carlo algorithm is used for posterior inference. The method …
Numerical Studies Of A Nonlinear Heat Equation With Square Root Reaction Term, Ron Buckmire, Karl Mcmurtry, Ronald Mickens
Numerical Studies Of A Nonlinear Heat Equation With Square Root Reaction Term, Ron Buckmire, Karl Mcmurtry, Ronald Mickens
Ron Buckmire
Interest in calculating numerical solutions of a highly nonlinear parabolic partial differential equation with fractional power diffusion and dissipative terms motivated our investigation of a heat equation having a square root nonlinear reaction term. The original equation occurs in the study of plasma behavior in fusion physics. We begin by examining the numerical behavior of the ordinary differential equation obtained by dropping the diffusion term. The results from this simpler case are then used to construct nonstandard finite difference schemes for the partial differential equation. A variety of numerical results are obtained and analyzed, along with a comparison to the …
Topology Explains Why Automobile Shades Fold Oddly, Ramin Naimi, Curtis Feist
Topology Explains Why Automobile Shades Fold Oddly, Ramin Naimi, Curtis Feist
Ramin Naimi
We use braids and linking number to explain why automobile shades fold into an odd number of loops.
Visualdsolve: Visualizing Differential Equations With Mathematica, Second Edition, Stan Wagon, Antonin Slavik, Dan Schwalbe
Visualdsolve: Visualizing Differential Equations With Mathematica, Second Edition, Stan Wagon, Antonin Slavik, Dan Schwalbe
Stan Wagon, Retired
No abstract provided.
Easy Steps To Success: A Graphing Calculator Guide, Lisa Yocco, Ronald Harshbarger
Easy Steps To Success: A Graphing Calculator Guide, Lisa Yocco, Ronald Harshbarger
Lisa S. Yocco
No abstract provided.
Properties Of Multilevel Block $\Alpha$-Circulants, William F. Trench
Properties Of Multilevel Block $\Alpha$-Circulants, William F. Trench
William F. Trench
No abstract provided.
On Nonautonomous Linear Systems Of Differential And Difference Equations With $R$-Symmetric Coefficient Matrices, William F. Trench
On Nonautonomous Linear Systems Of Differential And Difference Equations With $R$-Symmetric Coefficient Matrices, William F. Trench
William F. Trench
No abstract provided.