On a simulation of the oscillation excited by a random force
On almost sure convergence of modified Euler-Peano approximation of solution to an S.D.E. driven by a semimartingale
On equivalence problem in linear regression models. I. BLUE of the mean value
There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
On equivalence problem in linear regression models. II. Unbiased estimation of the covariance matrix scalar factor
There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
On infinite dams with Markov dependent inputs
On Kaiman Filtering, Posterior Mode Estimation and Fisher Scoring in Dynamic Exponential Family Regression.
On Newton's method for stochastic differential equations
On non-normal asymptotic behavior of optimal solutions for stochastic programming problems and on related problems of mathematical statistics
On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions
On structural approximating multivariate discrete probability distributions
On the autocorrelation function of a trended series.
Equations are derived for the autocorrelation function of a trended series. The special case of a linear trend is analysed in detail. It is shown that the zero of the autocorrelation function of a trended series is, in general, only dependent on the length of the series. This result is valid for stochastic and deterministic trends.
On the efficiency of procedures for estimation of parameters in ARIMA models.
The paper discusses the implementation of the Newton-Raphson iterative method of estimation of parameters in the autoregressive integrated moving average (ARIMA) models. The efficiency of this method has been compared with other well known methods of estimation.
On the Invariance of Perturbed Null Vectors Under Column Scaling.
On the stochastic regularity of sequence transformations operating in a Banach space