A note on Ahlers and Lewis' representation of the best linear unbiased estimator in the general Gauss-Markoff model
Jerzy Baksalary, Radosław Kala (1980)
Banach Center Publications
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Jerzy Baksalary, Radosław Kala (1980)
Banach Center Publications
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Romain Azaïs (2014)
ESAIM: Probability and Statistics
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In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a piecewise-deterministic Markov process, from only one observation of the path within a long time. In this framework, we do not observe a Markov chain with transition kernel of interest. Fortunately, one may write the transition density of interest as the ratio of the invariant distributions of two embedded chains of the process. Our method consists in estimating these...
Pavel Kovanic (1972)
Kybernetika
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Brahim Ouhbi, Ali Boudi, Mohamed Tkiouat (2007)
RAIRO - Operations Research
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In this paper we, firstly, present a recursive formula of the empirical estimator of the semi-Markov kernel. Then a non-parametric estimator of the expected cumulative operational time for semi-Markov systems is proposed. The asymptotic properties of this estimator, as the uniform strongly consistency and normality are given. As an illustration example, we give a numerical application.
Pavel Kovanic (1979)
Kybernetika
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Lubomír Kubáček (2012)
Applications of Mathematics
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Estimators of parameters of an investigated object can be considered after some time as insufficiently precise. Therefore, an additional measurement must be realized. A model of a measurement, taking into account both the original results and the new ones, has a litle more complicated covariance matrix, since the variance components occur in it. How to deal with them is the aim of the paper.
Samir Benaissa, Abbes Rabhi, Belaid Mechab (2011)
Applicationes Mathematicae
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We build a kernel estimator of the Markovian transition operator as an endomorphism on L¹ for some discrete time continuous states Markov processes which satisfy certain additional regularity conditions. The main result deals with the asymptotic normality of the kernel estimator constructed.
Gabriela Beganu (2007)
RACSAM
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It is well known that there were proved several necessary and sufficient conditions for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the fixed effects in general linear models. The purpose of this article is to verify one of these conditions given by Zyskind [39, 40]: there exists a matrix Q such that ΩX = XQ, where X and Ω are the design matrix and the covariance matrix, respectively. It will be shown the accessibility of this condition...