371 research outputs found
The asymptotic model quality assessment for instrumental variable identification revisited
Full text linkLimiting distributions for explosive PAR(1) time series with strongly mixing innovation
Full text linkThis work deals with the limiting distribution of the least squares
estimators of the coefficients a r of an explosive periodic autoregressive of
order 1 (PAR(1)) time series X r = a r X r--1 +u r when the innovation {u k }
is strongly mixing. More precisely {a r } is a periodic sequence of real
numbers with period P \textgreater{} 0 and such that P r=1 |a r |
\textgreater{} 1. The time series {u r } is periodically distributed with the
same period P and satisfies the strong mixing property, so the random variables
u r can be correlated
Multivariable Generalized Minimum Variance Control Based on Artificial Neural Networks and Gaussian Process Models
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The mathematician who revolutionized engineering: Norbert Wiener and his stochastic cosmos
No full textSoftware Reliability Modelling and Identification
No full textcontributions by S. Bittanti, P. Bolzern, C. Ghezzi, B. Littlewood, A. Morzenti, J. Musa, M. Pezzé, E. Pedrotti, M. Pozzi, R. Scattolin
Count Riccati and the Early Days of the Riccati Equation
No full textcontributions by S. BITTANTI, L. EULER, J. LIOUVILLE, J. F. RICCAT
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