Die Arbeit handelt von der Kombination des Unscented Kalman-Filters mit den Methoden der Dezentralisierung, Verteilung und Fusion. Zu Anfang werden die allgemeinen Grundlagen der optimalen Zustandsschätzung für das lineare Filter hergeleitet. Aus diesen Betrachtungen, die auch mit Blick auf...

This paper presents empirical evidence on the nature of idiosyncratic shocks to firms and discusses its role for firm behavior and aggregate fluctuations. We document that firm-level sales and productivity are hit by heavy-tailed shocks and follow a nonlinear stochastic process, thus departing...

This study offers a novel examination of the mean-reversion properties of the current account balances, expressed as a percentage of GDP, for the Asian-5 economies: Indonesia, Korea, Malaysia, the Philippines, and Thailand. While prior studies mainly employed traditional unit-root tests, our...

Developments of analytical solutions to nonlinear equations provide very good physical insights into the nonlinear phenomena. The nonlinear transient thermal responses of extended surfaces have been widely studied analytically with the aid of different methods based on power series solutions....

The work presented has been developed within the Prenormative Research in support of EuroCode 8 (PREC8) programme of the European Commission. The EuroCode 8 (EC8) are the provisional European standards for the design of civil engineering structures in seismic prone areas. This programme included...