Keywords: روند Ornstein-Uhlenbeck; 60G15; 62H12; 62M99; High-dimensional statistics; Lasso; Ornstein-Uhlenbeck process; Sparse estimation;
مقالات ISI روند Ornstein-Uhlenbeck (ترجمه نشده)
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Keywords: روند Ornstein-Uhlenbeck; 60G15; 60J55; 60H05; Weighted-fractional Brownian motion; Central limit theorem; Ornstein-Uhlenbeck process; Parameter estimation; Asymptotic normality; The generalized quadratic variation;
Large deviations for the Ornstein-Uhlenbeck process without tears
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Maximum likelihood estimates; Large deviations;
Keywords: روند Ornstein-Uhlenbeck; Stochastic partial differential equation; Monte Carlo method; Random advection equation; Finite difference/volume schemes; Uncertainty quantification; Stochastic coefficient; Ornstein-Uhlenbeck process;
Keywords: روند Ornstein-Uhlenbeck; Large deviations asymptotics; Random environment; Markov modulation; Ornstein-Uhlenbeck process; Hamilton-Jacobi-Bellman equations;
Keywords: روند Ornstein-Uhlenbeck; Synaptic conductance estimation; Single neuron models; Ornstein-Uhlenbeck process;
Keywords: روند Ornstein-Uhlenbeck; First passage time; Ornstein-Uhlenbeck process; Coherent impulse excitation; Alpha function approximation; Convergence in probability;
Keywords: روند Ornstein-Uhlenbeck; Stochastic systems; Power system stability; Ornstein-Uhlenbeck process; Wind power generation;
Keywords: روند Ornstein-Uhlenbeck; Subordination; CARMA process; Ornstein-Uhlenbeck process; Codifference; Simulation; Estimation;
Keywords: روند Ornstein-Uhlenbeck; 62B10; 62P10; 92-08; 92B10; 92B15; 94A17; Biodiversity; Effective sample size; Measurement error; Ornstein-Uhlenbeck process; Phylogenetic comparative methods; Quantitative trait evolution;
Keywords: روند Ornstein-Uhlenbeck; Random parameters; First passage time; Ornstein-Uhlenbeck process; Fracture; Stability; Moving plate;
Keywords: روند Ornstein-Uhlenbeck; Critical transition; Tipping point; Stochastic partial differential equation; Scaling law; Ginzburg-Landau; Swift-Hohenberg; Ornstein-Uhlenbeck process; Bifurcation; Early-warning sign; Covariance operator;
Keywords: روند Ornstein-Uhlenbeck; Theta-logistic model; Ornstein-Uhlenbeck process; Time dependent parameters; Sample size; Range; Bayesian analysis;
Keywords: روند Ornstein-Uhlenbeck; Integrate-and-fire model; Ornstein-Uhlenbeck process; Firing densities; Volterra integral equation; Simulation;
Keywords: روند Ornstein-Uhlenbeck; Multiple Wiener-Itô integrals; Wiener chaos; Malliavin calculus; Integration by parts; Steinʼs method; Convergence of densities; Ornstein-Uhlenbeck process; Least squares estimator; Small deviation;
Keywords: روند Ornstein-Uhlenbeck; Stochastic differential equations; Dynamic analysis; Wind speed; Weibull distribution; Ornstein-Uhlenbeck process; Memoryless transformation;
Keywords: روند Ornstein-Uhlenbeck; Multifractal process; Ornstein-Uhlenbeck process; Lévy process; Self-decomposable distribution; Subordinator; Renyi function; Exchange rates;
Keywords: روند Ornstein-Uhlenbeck; C13; C23; Asymptotic; Co-integration; Continuous-time process; Multivariate regular variation; Ornstein-Uhlenbeck process; Point estimation; Stable Lévy process; t-ratio statistic; Wald-statistic;
Keywords: روند Ornstein-Uhlenbeck; Incomplete markets; Stochastic volatility model; CIR process; Ornstein-Uhlenbeck process; Good-deal bounds;
A new way of investigating the asymptotic behaviour of a stochastic SIS system with multiplicative noise
Keywords: روند Ornstein-Uhlenbeck; Stochastic SIS model; Ornstein-Uhlenbeck process; Compact random absorbing set;
Ornstein-Uhlenbeck process with fluctuating damping
Keywords: روند Ornstein-Uhlenbeck; Langevin equation; Ornstein-Uhlenbeck process; Multiplicative noise; Dichotomous noise; Fractional Gaussian noise;
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
Keywords: روند Ornstein-Uhlenbeck; 60J60; 60H05; 60H10; Double integral process; Gauss-Markov process; Ornstein-Uhlenbeck process;
A stochastic differential equation SIS epidemic model incorporating Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Stochastic basic reproduction number; Extinction; Persistence; Intensity of volatility; Speed of reversion;
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; Weather derivative; Ornstein-Uhlenbeck process; Jump condition; Convection-diffusion; PDE;
Thermodynamic work statistics for Ornstein-Uhlenbeck-type heat baths
Keywords: روند Ornstein-Uhlenbeck; 82C31; 60H30; Jarzynski equality; Crooks relation; Ornstein-Uhlenbeck process; Generalized Langevin equation;
Modelling the implied volatility surface based on Shanghai 50ETF options
Keywords: روند Ornstein-Uhlenbeck; G13; C13; Dynamic factor model; Implied volatility surface; Kalman filter; Ornstein-Uhlenbeck process;
Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Occupation times; Exit problem;
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; primary; 60H07; secondary; 60F25; Malliavin calculus; Ornstein-Uhlenbeck process; Berry-Esseen bound; Maximum likelihood estimator; Multiple stochastic integral; Edgeworth expansion;
K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
Keywords: روند Ornstein-Uhlenbeck; D-optimality; K-optimality; Optimal design; Ornstein-Uhlenbeck process; Ornstein-Uhlenbeck sheet;
Using the Ornstein-Uhlenbeck process to model the evolution of interacting populations
Keywords: روند Ornstein-Uhlenbeck; Migration; Ornstein-Uhlenbeck process; Phylogenetic comparative methods; Species interactions; Trait evolution; 60J70; 62P10; 92-08; 92B10; 92D15;
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
Keywords: روند Ornstein-Uhlenbeck; Subordination; Subdiffusion; Ornstein-Uhlenbeck process; CARMA process;
A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles
Keywords: روند Ornstein-Uhlenbeck; G10 General financial markets; G11 Investment decisions; G14 Information and market efficiency; G17 Financial forecasting and simulation; Trend reversion; Ornstein-Uhlenbeck process; Bubbles and inverse bubbles; Efficient markets;
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Maximum likelihood estimation; Continuous-time Durbin-Watson statistic; Almost sure convergence; Asymptotic normality;
Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
Keywords: روند Ornstein-Uhlenbeck; Exchange-traded funds; Premiums; Ornstein-Uhlenbeck process; G14; G15;
Generalized Ornstein-Uhlenbeck process by Doob's theorem and the time evolution of financial prices
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Transition probability; Doob's theorem; Characteristic function; Stock market;
A note on the domination inequalities and their applications
Keywords: روند Ornstein-Uhlenbeck; 60E15; 60J60; 60G44; 60G40; Domination inequality; Increasing process; Locally square integrable martingale; Ornstein-Uhlenbeck process; Bessel process;
Occupation times of the Ornstein-Uhlenbeck process: Functional PCA and evidence from electricity prices
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; Occupation time; Functional principal component analysis; Electricity price; PCA;
Circular stochastic fluctuations in SIS epidemics with heterogeneous contacts among sub-populations
Keywords: روند Ornstein-Uhlenbeck; Circular motion; Multi-dimensional birth-death process; Non-equilibrium steady state; Ornstein-Uhlenbeck process; Time irreversibility;
On a mean reverting dividend strategy with Brownian motion
Keywords: روند Ornstein-Uhlenbeck; G35; G32; G22; C44; IM13; IE50; Dividends; Brownian motion; Ornstein-Uhlenbeck process; Mean reverting;
A critical empirical study of three electricity spot price models
Keywords: روند Ornstein-Uhlenbeck; Electricity spot price; Mean-reversion; Spikes; Jump-diffusion; Ornstein-Uhlenbeck process; Electricity forwards; Forward risk premium;
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; 60F10; 60G15; 62A10; Large deviations; Ornstein-Uhlenbeck process; Likelihood estimation;
Conducting properties of classical transmission lines with Ornstein-Uhlenbeck type disorder
Keywords: روند Ornstein-Uhlenbeck; Localization-delocalization transition; Disordered electrical circuits; Long-range correlations; Ornstein-Uhlenbeck process;
The radiation quality factor as an Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; Space radiation; Radiation quality factor; Monte-Carlo simulations; Stochastic processes; Ornstein-Uhlenbeck process;
Subordinated α-stable Ornstein-Uhlenbeck process as a tool for financial data description
Keywords: روند Ornstein-Uhlenbeck; Ornstein-Uhlenbeck process; α-stable distribution; Subdiffusion; Estimation; Calibration; Interest rates;
Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; 93E20; 91B30; Stochastic control; Hamilton-Jacobi-Bellman equation; Ornstein-Uhlenbeck process; Compound Poisson process; Brownian motion; Exponential utility; Filtering; Partial observations; Proportional reinsurance; Investment;
An insurance risk model with stochastic volatility
Keywords: روند Ornstein-Uhlenbeck; Gerber-Shiu expected discounted penalty function; Integro-differential equation; Singular perturbation theory; Stochastic volatility; Perturbed compound Poisson risk process; Phase-type distribution; Ornstein-Uhlenbeck process;
A note on asymptotic parametric prediction
Keywords: روند Ornstein-Uhlenbeck; 60K; 62M; 62F; Prediction; Autoregressive process; Moving average process; Ornstein-Uhlenbeck process; Diffusion process; Limit in distribution; Prediction interval;
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process
Keywords: روند Ornstein-Uhlenbeck; Primary 62F12; 62M05; secondary 60F05; 60H10; Itô stochastic differential equation; Ornstein-Uhlenbeck process; Approximate minimum contrast estimators; Symmetric estimators; Discrete observations; Moment problem; Rate of weak convergence; Berry-Esse
Deterministic Brownian motion: The effects of perturbing a dynamical system by a chaotic semi-dynamical system
Keywords: روند Ornstein-Uhlenbeck; 05.40.âa; 05.45.Ac; 05.45.Pq; 05.70; 47.52.+j; 74.40.+k; 95.10.Fh; Brownian motion; Ornstein-Uhlenbeck process; Ergodic maps; Chaos;
First passage time of filtered Poisson process with exponential shape function
Keywords: روند Ornstein-Uhlenbeck; First passage times; Laplace transform; Martingales; Integro-differential equations; Filtered Poisson process; Ornstein-Uhlenbeck process;