搜索结果: 1-11 共查到“理论统计学 Markov Processes”相关记录11条 . 查询时间(0.328 秒)
On sequential estimation of parameters of continuous Gaussian Markov processes
sequential estimation of parameters continuous Gaussian Markov processes
2009/9/24
On sequential estimation of parameters of continuous Gaussian Markov processes。
Stopping games for symmetric Markov processes。
On integrated square errors of recursive nonparametric estimates of nonstationary Markov processes
integrated square errors recursive nonparametric estimates nonstationary Markov processes
2009/9/23
The integrated square error (ISE) and the mean
integrated squark error (MISE) for a class of recursive estimators of
the transition density function of a vector-valued nonstationary
Markov process ...
Hausdorff dimension theorems for self-similar Markov processes
Hausdorff dimension theorems self-similar Markov processes
2009/9/22
Let X(t) (ts R,) be an u-self-similar Markov process
on Rd or Rd+. The Hausdorff dimension of the image, graph and zero
set of X(t) are obtained under certain mild conditions. Similar results
are a...
Discrete time periodically correlated Markov processes
periodically correlated proasses Markov processes covariance characterization
2009/9/22
We consider a discrete time periodically correlated
process {X.} which is also Markov in the wide sense. We provide
closed formulas for the covariance function R (n, m) = EX, X, and for
the spectra...
Risk sensitive adaptive control of discrete time Markov processes
Adaptive control risk sensitive contral discrete time controlled Markov process
2009/9/21
Adap~ve control of discrete time Markov processes
with an innnite horizon risk sensitive cost hadionat is investigated.
Tfie con~nuityo f the optimal nsk sensitive cost with respect
to a parmetes o...
MARKOV PROCESSES CONDITIONED TO NEVER EXIT A SUBSPACE QF THE STATE SPACE
Markov process extended generator exponential change of measure
2009/9/21
In this paper we study Markov processes never exiting
(NE) a subspace A of the state space E or, in other words, Markov
processes conditioned to stay in the subspace A. We show bow the
knowledge of...
Kernel Estimators for Semi-Markov Processes。
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Self-similar Markov process subordinator exponential functional
2009/5/4
Let $xi$ be a subordinator with Laplace exponent $Phi$, $I=int_{0}^{infty}exp(-xi_s)ds$ the so-called exponential functional, and $X$ (respectively, $hat X$) the self-similar Markov process obtained f...
On the Existence of Recurrent Extensions of Self-similar Markov Processes
self-similar semi-stable Lamperti transformation recurrent extension
2009/4/23
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...
Markov processes with product-form stationary distribution
Markov process stationary distribution
2009/3/23
We consider a continuous time Markov process (X,L), where X jumps between a finite number of states and L is a piecewise linear process with state space Rd. The process L represents an “inert drift” o...