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Theory of Probability and Mathematical Statistics最新文献

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A generalized Nadaraya–Watson estimator for observations obtained from a mixture 混合物观测值的广义Nadaraya–Watson估计
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1098
H. M. Dychko, R. Maiboroda
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引用次数: 1
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation 分段常系数随机热方程的精确变分及其在参数估计中的应用
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1099
M. Zili, Eya Zougar
{"title":"Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation","authors":"M. Zili, Eya Zougar","doi":"10.1090/tpms/1099","DOIUrl":"https://doi.org/10.1090/tpms/1099","url":null,"abstract":"We expand the quartic variations in time and the quadratic variations in space of the solution to a stochastic partial differential equation with piecewise constant coefficients. Both expansions allow us to deduce an estimation method of the parameters appearing in the equation.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"77-106"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1099","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45157365","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations 二维正弦观测模型参数最小二乘估计的渐近正态性
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1100
O. Ivanov, O. Lymar
{"title":"The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations","authors":"O. Ivanov, O. Lymar","doi":"10.1090/tpms/1100","DOIUrl":"https://doi.org/10.1090/tpms/1100","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"107-131"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42472095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis 广义边际随机效应荟萃分析中异质性的非信息贝叶斯推断
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/TPMS/1095
Olha Bodnar
{"title":"Noninformative Bayesian inference for heterogeneity in a generalized marginal random effects meta-analysis","authors":"Olha Bodnar","doi":"10.1090/TPMS/1095","DOIUrl":"https://doi.org/10.1090/TPMS/1095","url":null,"abstract":"In this paper an objective Bayesian inference is proposed for the heterogeneity parameter in a generalized marginal random effects model. Models of this kind are widely used in meta-analysis and in ...","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"3-19"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48535190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
The wave equation in the three-dimensional space driven by a general stochastic measure 一般随机测度驱动的三维波动方程
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1097
I. Bodnarchuk, V. Radchenko
{"title":"The wave equation in the three-dimensional space driven by a general stochastic measure","authors":"I. Bodnarchuk, V. Radchenko","doi":"10.1090/tpms/1097","DOIUrl":"https://doi.org/10.1090/tpms/1097","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"100 1","pages":"43-60"},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1097","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48230621","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Editorial 编辑
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-08-04 DOI: 10.1090/tpms/1094
{"title":"Editorial","authors":"","doi":"10.1090/tpms/1094","DOIUrl":"https://doi.org/10.1090/tpms/1094","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43049641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations 随机偏微分方程温和解的对偶Yamada-Watanabe定理
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-06-22 DOI: 10.1090/tpms/1155
Stefan Tappe
{"title":"The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations","authors":"Stefan Tappe","doi":"10.1090/tpms/1155","DOIUrl":"https://doi.org/10.1090/tpms/1155","url":null,"abstract":"We provide the dual result of the Yamada–Watanabe theorem for mild solutions to semilinear stochastic partial differential equations with path-dependent coefficients. An essential tool is the so-called “method of the moving frame”, which allows us to reduce the proof to infinite dimensional stochastic differential equations.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47066248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion ehrenfest - brillouin型相关连续时间随机漫步和分数阶Jacobi扩散
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/TPMS/1086
N. Leonenko, I. Papic, A. Sikorskii, N. Šuvak
{"title":"Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion","authors":"N. Leonenko, I. Papic, A. Sikorskii, N. Šuvak","doi":"10.1090/TPMS/1086","DOIUrl":"https://doi.org/10.1090/TPMS/1086","url":null,"abstract":"Continuous time random walks (CTRWs) have random waiting times between particle \u0000jumps. Based on Ehrenfest-Brillouin-type model motivated by economics, we define the correlated \u0000CTRW that converge to the fractional Jacobi diffusion Y (E(t)), t ≥ 0, defined as a time change of \u0000Jacobi diffusion process Y (t) to the inverse E(t) of the standard stable subordinator. In the CTRW \u0000considered in this paper, the jumps are correlated so that in the limit the outer process Y (t) is not \u0000a L´evy process but a diffusion process with non-independent increments. The waiting times between \u0000jumps are selected from the domain of attraction of a stable law, so that the correlated CTRWs with \u0000these waiting times converge to Y (E(t)).","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"137-147"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/TPMS/1086","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43316373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Editorial 社论
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1093
Patricia L. Mokhtarian, Kay W. Axhausen
{"title":"Editorial","authors":"Patricia L. Mokhtarian, Kay W. Axhausen","doi":"10.1090/tpms/1093","DOIUrl":"https://doi.org/10.1090/tpms/1093","url":null,"abstract":"After the much too premature loss, earlier this year, of our greatly loved and admired colleague and co-editor of this journal, Prof. Ryuichi Kitamura, it was clear for the two of us that we would help to realize this tribute chosen by the editors—chosen to celebrate and honor his life and contribution to his field of study, but also and in particular his work for this journal. Ryuichi had been editor of Transportation since 1990, after earlier guestediting a special issue on ‘‘Activity-based Travel Analysis: a Retrospective Evaluation and Some Recent Contributions’’ with the late Eric Pas and Frank Koppelman. Since then he assisted and supported a large number of authors in publishing their papers to the standards of the journal, and with this helped to define the style of Transportation and to build its reputation. While his some 280 publications have appeared in many journals, it could be said that Transportation was his ‘‘home journal’’. It is therefore entirely fitting that this special issue will be devoted to reprising work from Ryuichi’s own hand—excellent research that originally appeared in reports or in conference proceedings, and thus may not have achieved the visibility it deserves. Because of our criteria that the work (1) should not have been published in the readily accessible peer-reviewed literature and (2) should not have been largely superseded by later developments, these selections do not pretend to constitute a fully representative cross-section of Ryuichi’s contributions. Nevertheless, they do offer a broad view of the variety of topics he addressed and the methodological approaches he brought to his research. They were chosen in part because we believe them still to be of current interest. Specifically, the six papers we selected address most of the key themes which engaged Ryuichi’s scientific curiosity and scholarship: the need for a dynamic, activity-based approach to analyzing travel behavior, the importance of values/attitudes, humans’ need to travel for its own sake (including seeing the automobile as an end in itself, as well as a","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43326191","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Minimax estimators of parameters of a regression model 回归模型参数的极大极小估计量
IF 0.9
Theory of Probability and Mathematical Statistics Pub Date : 2020-02-27 DOI: 10.1090/tpms/1082
A. Ivanov, I. Matsak
{"title":"Minimax estimators of parameters of a regression model","authors":"A. Ivanov, I. Matsak","doi":"10.1090/tpms/1082","DOIUrl":"https://doi.org/10.1090/tpms/1082","url":null,"abstract":"","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":"99 1","pages":"91-99"},"PeriodicalIF":0.9,"publicationDate":"2020-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48982963","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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