Nonparametric relative error estimation via functional regressor by the k Nearest Neighbors smoothing under truncation random data
W Bouabsa - Applications and Applied Mathematics: An …, 2021 - digitalcommons.pvamu.edu
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 …
truncation by a different random variable is evaluated in this study with the kNN method. In …
The linear self-attracting diffusion driven by the weighted-fractional Brownian motion II: The parameter estimation
L Yan, R Guo, W Pei - Science China Mathematics, 2025 - Springer
Let B a, b be a weighted-fractional Brownian motion with Hurst indexes a and b such that
a>− 1 and 0≼ b≺ 1∧(1+ a). In this paper, we consider the linear self-attracting diffusion d X …
a>− 1 and 0≼ b≺ 1∧(1+ a). In this paper, we consider the linear self-attracting diffusion d X …
Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
L Yan, R Guo, H Gao - Communications in Statistics-Theory and …, 2024 - Taylor & Francis
Let B a, b be a weighted-fractional Brownian motion with Hurst indexes a and b such that
a>− 1 and 0< b< 1∧(1+ a). In this paper, we consider the linear self-repelling diffusion d X …
a>− 1 and 0< b< 1∧(1+ a). In this paper, we consider the linear self-repelling diffusion d X …
A class of copulae associated with Brownian motion processes and their maxima
M Adès, M Dufour, SB Provost, MC Vachon - arXiv preprint arXiv …, 2020 - arxiv.org
The main objective of this paper consists in creating a new class of copulae from various
joint distributions occurring in connection with certain Brownian motion processes. We focus …
joint distributions occurring in connection with certain Brownian motion processes. We focus …
A Class of Copulas Associated with Brownian Motion Processes and Their Maxima
M Adès, M Dufour, SB Provost… - Journal of Applied …, 2022 - hillpublisher.com
The copulas being introduced in this paper are derived from distributions associated with the
Brownian motion and related processes. Useful background information is initially …
Brownian motion and related processes. Useful background information is initially …
TOTAL VIEWS: 4682
The copulas being introduced in this paper are derived from distributions associated with the
Brownian motion and related processes. Useful background information is initially …
Brownian motion and related processes. Useful background information is initially …
TOTAL VIEWS: 4616
The copulas being introduced in this paper are derived from distributions associated with the
Brownian motion and related processes. Useful background information is initially …
Brownian motion and related processes. Useful background information is initially …