Search Results - subject:"random functions"

Stochastic intrinsic kriging for simulation metamodelling

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2015 - Revised version of CentER Discussion Paper No. 2014-054

Persistent link: https://www.econbiz.de/10011349910

МИХАЙЛОВИЧ, РУДЬКО ИГОРЬ - In: Управление большими … (2014) 3, pp. 81-95

Рассматриваются математические модели дискретных составляющих и звукорядов, содержащихся в энергетическом спектре шумоизлучения вращающихся механизмов и...

Persistent link: https://www.econbiz.de/10011270560

Deviation inequalities for separately Lipschitz functionals of iterated random functions

Dedecker, Jérôme; Fan, Xiequan - In: Stochastic Processes and their Applications 125 (2015) 1, pp. 60-90

We consider an X-valued Markov chain X1,X2,…,Xn belonging to a class of iterated random functions, which is “one …

Persistent link: https://www.econbiz.de/10011077901

Successive nonparametric estimation of conditional distributions

Vargas-Guzman, J. A.; Dimitrakopoulos, R. - 2003

estimation process. In addition, the approach leads to an efficient nonparametric simulation algorithm for non-Gaussian random … functions based on residual probabilities. …

Persistent link: https://www.econbiz.de/10009447974

Generalized Portmanteau Statistics and Tests of Randomness.

Dufour, J.M.; Roy, R. - Département de Sciences Économiques, Université de … - 1985

Ce Texte Considere le Probleme Qui Consiste a Tester le Caractere Aleatoire de Series Chronologiques Guassiennes et Non-Gaussiennes. Nous Definissons une Classe Generale de Statistiques "Portemanteau" Qui Inclut la Statistique de Box-Pierce et Celle de Ljung-Box. Utilisant les Premiers et...

Persistent link: https://www.econbiz.de/10005545710