Optimal Spectrum Estimation in Statistical Mechanics
β Scribed by Ralph A. Wheeler; Haitao Dong
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 84 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1439-4235
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This paper discusses the asymptotic efficiency of estimators for optimal portfolios when returns are vectorβvalued nonβGaussian stationary processes. We give the asymptotic distribution of portfolio estimators __Δ__ for nonβGaussian dependent return processes. Next we address the proble
We review and extend the theory and methodology of a posteriori error estimation and adaptivity for modeling error for certain classes of problems in linear and nonlinear mechanics. The basic idea is that for a given collection of physical phenomena a rich class of mathematical models can be identif