Slopes of hypergeometric systems of codimension one.
We describe the slopes, with respect to the coordinates hyperplanes, of the hypergeometric systems of codimension one, that is when the toric ideal is generated by one element.
Bases of homology spaces of the Hilbert scheme of points in an algebraic surface.
We find two basis of the spaces of rational homology of the Hilbert scheme of points in an algebraic surface, by exhibiting two candidates having as cardinalities the known Betti numbers of this scheme and showing that both intersect in a matrix of nonzero determinant.
Sobre la solución de una ecuación de evolución lineal estocástica regida por una martingala Hubert valuada.
Unscented filtering from delayed observations with correlated noises.
Non-Existence of Steiner Systems of Type S (d - 1, d, 2d).
On the effect of erroneous models on systems in presence of correlated disturbances and uncertain observations.
On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.
In this work a family of stochastic differential equations whose solutions are multidimensional diffusion-type (non necessarily markovian) processes is considered, and the estimation of a parametric vector θ which relates the coefficients is studied. The conditions for the existence of the likelihood function are proved and the estimator is obtained by continuously observing the process. An application for Diffusion Branching Processes is given. This problem has been studied in some special cases...
A new estimation algorithm from measurements with multiple-step random delays and packet dropouts.
Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.
In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both algorithms...
Quadratic estimation from non-independent uncertain observations with coloured noise.
Recursive least-squares quadratic filtering and fixed-point smoothing algorithms for signal estimation from uncertain observations are derived when the uncertainty is modeled by not necessarily independent variables and the observations contain white plus coloured noise. The proposed estimators do not require the knowledge of the state-space of the model generating the signal, but only the moments, up to the fourth one, of the processes involved, along with the probability that the signal exists...
Filtering and fixed-point smoothing from an innovation approach in systems with uncertainty.
On the estimation of the drift coefficient in diffusion processes with random stopping times.
This paper considers stochastic differential equations with solutions which are multidimensional diffusion processes with drift coefficient depending on a parametric vector θ. By considering a trajectory observed up to a stopping time, the maximum likelihood estimator for θ has been obtained and its consistency and asymptotic normality have been proved.
The CDPYE environment: an interactive support for studying Probability and Statistics.
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