QML estimators in linear regression models with functional coefficient autoregressive processes.
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations
This paper develops an asymptotic inference theory for bilinear time series models with periodic coefficients . For this purpose, we establish firstly a necessary and sufficient conditions for such models to have a unique stationary and ergodic solutions (in periodic sense). Secondly, we examine the consistency and the asymptotic normality of the quasi-maximum likelihood estimator under very mild moment condition for the innovation errors. As a result, it is shown that whenever the model is...
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...
Quadratic estimations in mixed linear models
In the paper four types of estimations of the linear function of the variance components are presented for the mixed linear model with expectation and covariance matrix .
Quadratic mean and almost-sure convergence of unbounded stochastic approximation algorithms with correlated observations
Quadratic regression models
Quadratic unbiased estimation of nonstandard parametric functions
Qualitative behavior of giving up smoking models.
Quality improvement in an inventory model with finite-range stochastic lead times.
Quality improvement of rule-based gene group descriptions using information about GO terms importance occurring in premises of determined rules
In this paper we present a method for evaluating the importance of GO terms which compose multi-attribute rules. The rules are generated for the purpose of biological interpretation of gene groups. Each multi-attribute rule is a combination of GO terms and, based on relationships among them, one can obtain a functional description of gene groups. We present a method which allows evaluating the influence of a given GO term on the quality of a rule and the quality of a whole set of rules. For each...
Quality of optimum statistical estimates in case of ambiguity
Quantification of prior knowledge about global characteristics of linear normal model
Quantifying the impact of different copulas in a generalized CreditRisk + framework An empirical study
Without any doubt, credit risk is one of the most important risk types in the classical banking industry. Consequently, banks are required by supervisory audits to allocate economic capital to cover unexpected future credit losses. Typically, the amount of economical capital is determined with a credit portfolio model, e.g. using the popular CreditRisk+ framework (1997) or one of its recent generalizations (e.g. [8] or [15]). Relying on specific distributional assumptions, the credit loss distribution...
Quantil-artige Ungleichungen für die Systemzuverlässigkeit
Quantile Estimation for the Generalized Pareto Distribution With Application to Finance
Quantile hedging for basket derivatives
The problem of quantile hedging for basket derivatives in the Black-Scholes model with correlation is considered. Explicit formulas for the probability maximizing function and the cost reduction function are derived. Applicability of the results to the widely traded derivatives like digital, quantos, outperformance and spread options is shown.
Quantile inequalities for linear combinations of order statistics from ordered families of distributions
Quantiles conditionnels
Quantitative Analysis of Melanocyte Migration in vitro Based on Automated Cell Tracking under Phase Contrast Microscopy Considering the Combined Influence of Cell Division and Cell-Matrix Interactions
The aim of this study was to describe and analyze the regulation and spatio-temporal dynamics of melanocyte migration in vitro and its coupling to cell division and interaction with the matrix. The melanocyte lineage is particularly interesting because it is involved in both embryonic development and oncogenesis/metastasis (melanoma). Biological experiments were performed on two melanocyte cell lines established from wild-type and β-catenin-transgenic...
Quantitative asymptotics of graphical projection pursuit.