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Sampling design variance estimation of small area estimators in the Spanish Labour Force survey.

Montserrat Herrador, Domingo Morales, María Dolores Esteban, Ángel Sánchez, Laureano Santamaría, Yolanda Marhuenda, Agustín Pérez (2008)

SORT

The main goal of this paper is to investigate how to estimate sampling design variances of modelbased and model-assisted small area estimators in a complex survey sampling setup. For this purpose the Spanish Labour Force Survey is considered. Sample and aggregated data are taken from the Canary Islands in the second trimester of 2003 in order to obtain some small area estimators of ILO unemployment totals. Several problems arising from the application of standard small area estimation procedures...

Seasonal time series with missing observations

Tomáš Ratinger (1996)

Applications of Mathematics

Popular exponential smoothing methods dealt originally only with equally spaced observations. When time series contains gaps, smoothing constants have to be adjusted. Cipra et al., following Wright’s approach of irregularly spaced observations, have suggested ad hoc modification of smoothing constants for the Holt-Winters smoothing method. In this article the fact that the underlying model of the Holt-Winters method is a certain seasonal ARIMA is used. Minimum mean square error smoothing constants...

Security price modelling by a binomial tree

Remigijus Leipus, Alfredas Račkauskas (1999)

Applicationes Mathematicae

We consider multidimensional tree-based models of arbitrage-free and path-independent security markets. We assume that no riskless investment exists. Contingent claims pricing and hedging problems in such a market are studied.

Segmentation in personal networks

Tom A. B. Snijders, Marinus Spreen (1997)

Mathématiques et Sciences Humaines

A concept and several measures for segmentation of personal networks are proposed. It is argued that the implications of segmentation of personal networks are, in a sense, the opposite of those of segmentation of entire networks. The measures are illustrated by the example of the trust network in a civil service departement. For the case where relations in the personal network are observed by a sample rather than completely, estimators for the segmentation measures are given.

Self-adaptive air-sea simulation based on multi-sensors agentification

S. Peyruqueou, D. Capera, T. Médina, C. De Murcia (2010)

RAIRO - Operations Research

Combat Management System training uses simulation of an overall tactical situation. This involves the real-time management of numerous and diverse entities to keep the simulation scenario consistent in a highly dynamic environment. To address this difficult problem, we propose an adaptive multi-agent system in which each entity is considered as a smart sensor/effector mobile. The autonomy and the dynamic behaviour offered to each entity leads the simulation to self-adapt to inevitable disturbances...

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