A Sampling Theory Approach for Continuous ARMA Identification

High frequency sampling of a continuous-time ARMA process

Continuous-time autoregressive moving average (CARMA) processes have recently been used widely in the modeling of non-uniformly spaced data and as a tool for dealing with high-frequency data of the form Yn∆, n = 0, 1, 2, . . ., where ∆ is small and positive. Such data occur in many fields of application, particularly in finance and the study of turbulence. This paper is concerned with the chara...

Frequency Domain Identification of Continuous-Time ARMA Models: Interpolation and Non-uniform Sampling

In this paper is discussed how to estimate irregularly sampled continuous-time ARMA models in the frequency domain. In the process, the model output signal is assumed to be piecewise constant or piecewise linear, and an approximation of the continuous-time Fourier transform is calculated. ML-estimation in the frequency domain is then used to obtain parameter estimates.

Identification Of Key Sectors For Iran, South Korea And Turkey Economies: A Network Theory Approach

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...

Identification Empowerment Predisposing Factors in Islamic Azad University - A Theory Grounded Theory Approach

Purpose: The aim of this research was to Empowerment predisposing variables in Islamic Azad University. This study defines and discusses the concept of empowerment in Islamic Azad university. Method: In this study, books and documents and treatises and theses and dissertations and scientific journals related to the topic, 20Faculty of Islamic Azad University, which was associated with empowerme...