Search Results - subject:"Transforms"

Using Simulations and Computational Analyses to Study a Frequency-Modulated Continuous-Wave Radar

Luttamaguzi, Jamiiru; Eslami, Akbar; Brooks, Dwayne M.; … - In: International Journal of Interdisciplinary … 9 (2017) 1, pp. 38-51

sampling of signals, Fourier Transforms, Z-transforms, and filters. Computations and the display of results are subsequently …

Persistent link: https://www.econbiz.de/10012045951

Organ-Based Medical Image Classification Using Support Vector Machine

Khachane, Monali Y. - In: International Journal of Synthetic Emotions (IJSE) 8 (2017) 1, pp. 18-30

Computer-Aided Detection/Diagnosis (CAD) through artificial Intelligence is emerging ara in Medical Image processing and health care to make the expert systems more and more intelligent. The aim of this paper is to analyze the performance of different feature extraction techniques for medical...

Persistent link: https://www.econbiz.de/10012047566

Fast fractional differencing in modeling long memory of conditional variance for high-frequency data

Klein, Tony; Walther, Thomas - In: Finance research letters 22 (2017), pp. 274-279

Persistent link: https://www.econbiz.de/10011808179

Fractional Black-Scholes equation

Aghili, A. - In: International journal of financial engineering 4 (2017) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10011673108

INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS

Kamdem, Jules Sadefo - HAL - 2011

This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration …

Persistent link: https://www.econbiz.de/10008876659

Distribution Choice for the Asymmetric ACD Models

Bien-Barkowska, Katarzyna - In: Dynamic Econometric Models 11 (2011), pp. 55-72

application of the probability integral transforms proposed by Diebold, Gunther and Tay (1998). Moreover, I present an exemplary …

Persistent link: https://www.econbiz.de/10010754068

Testing conditional monotonicity in the absence of smoothness

Delgado, Miguel A.; Escanciano, Juan Carlos - Departamento de Economía, Universidad Carlos III de Madrid - 2010

This article proposes an omnibus test for monotonicity of nonparametric conditional distributions and its moments. Unlike previous proposals, our method does not require smooth estimation of the derivatives of nonparametric curves and it can be implemented even when the probability densities do...

Persistent link: https://www.econbiz.de/10008605858

A Globally Flexible Model for Crop Yields Under Weather Risk

Cooper, Joseph C.; Wallander, Steven - Agricultural and Applied Economics Association - AAEA - 2010

. This study combines these two areas of the literature by using Flexible Fourier Transforms (FFT’s) to ensure flexibility …

Persistent link: https://www.econbiz.de/10009021176

Sampling nested Archimedean copulas with applications to CDO pricing

Hofert, Marius - 2010

The goal of this dissertation is to explore nested Archimedean copulas. In particular, efficient sampling algorithms, especially suited for large dimensions, are presented. As an application, a pricing model for collateralized debt obligations (CDOsʺ) is developed. Copulas are distribution...

Persistent link: https://www.econbiz.de/10010420156

Nonparametric estimation of first passage time distributions in flowgraph models

Collins, David - 2009

Statistical flowgraphs represent multistate semi-Markov processes using integral transforms of transition time …; develop alternatives for numerical inversion of empirical transforms and compare them in terms of computational complexity … how methods based on empirical transforms can be modified to accommodate censored data. Several applications of the …

Persistent link: https://www.econbiz.de/10009429650