Showing 1 - 9 of 9
Consider a class of densities that are piecewise constant functions over partitions of the sample space defined by sequential coordinate partitioning. We introduce a prior distribution for a density in this function class and derive in closed form the marginal posterior distribution of the...
Persistent link: https://www.econbiz.de/10010824063
A joint large deviation principle for G-Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G-Brownian motion is also...
Persistent link: https://www.econbiz.de/10008875068
We study the asymptotic behaviors for estimators of the parameters in the non-stationary Ornstein–Uhlenbeck process with linear drift. The law of iterated logarithm and limiting distribution for the estimators are obtained. Copyright Springer-Verlag Berlin Heidelberg 2015
Persistent link: https://www.econbiz.de/10011151878
We study moderate deviations for maximum likelihood estimators of parameters in generalized squared radial Ornstein-Uhlenbeck processes. The moderate deviation principles of the two parameters are established.
Persistent link: https://www.econbiz.de/10005023144
Using the π-band tight-binding (TB) model and the quantum box boundary condition, we have discussed how both of the applied strain and finite-length affect the energy bands of metallic carbon nanotubes (CNTs). It is found that, for finite-length CNTs, energy gap for the armchair tube under...
Persistent link: https://www.econbiz.de/10009280730
Although concentrating solar power (CSP) technology has been projected as one of the most promising candidates to replace conventional power plants burning fossil fuels, the potential advantages and disadvantages of the CSP technology have not been thoroughly evaluated. To better understand the...
Persistent link: https://www.econbiz.de/10010572821
In this paper, we study the Berry-Esseen bound of the distribution of the maximum likelihood estimation in some inhomogeneous diffusions. We prove that it converges to the normal distribution with an error rate . Moreover, the obtained Berry-Esseen bound can be applied to study the precise...
Persistent link: https://www.econbiz.de/10009143265
Taking the city of Xiamen, China, as an example, we used thermal infrared remote sensing to detect thermal pollution, and examined its relationship to energy consumption and the industrial economy. Monthly changes in 2002 and dynamics throughout the period of rapid urbanization (1987–2007) are...
Persistent link: https://www.econbiz.de/10010664270
Resampling-based methods for multiple hypothesis testing often lead to long run times when the number of tests is large. This paper presents a simple rule that substantially reduces computation by allowing resampling to terminate early on a subset of tests. We prove that the method has a low...
Persistent link: https://www.econbiz.de/10010600376