A multivariate stochastic model with non-stationary trend component
โ Scribed by Kato, Hiroko ;Naniwa, Sadao ;Ishiguro, Makio
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 610 KB
- Volume
- 11
- Category
- Article
- ISSN
- 8755-0024
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract Within the last couple of decades much effort has been put into monitoring and analysing air pollution levels in an attempt to improve both our understanding of the scientific mechanisms involved and our ability to make predictions of future levels. In this paper we use extreme value me
This paper develops a new method for the analysis of stochastic volatility (SV) models. Since volatility is a latent variable in SV models, it is dicult to evaluate the exact likelihood. In this paper, a non-linear ยฎlter which yields the exact likelihood of SV models is employed. Solving a series of
Active control of the time varying response to a stationary random excitation of a two-degree-of-freedom vehicle model with non-linear passive suspension elements is considered in this paper. The method of equivalent linearization is used to derive the equivalent linear model and the optimal control