The non-parametric identification of lagged duration dependence

Lagged Duration Dependence in Mixed Proportional Hazard Models

Lagged Duration Dependence in Mixed Proportional Hazard Models We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to nonparametrically identify lagged duration dependence in more general ...

Non-Parametric Non-Line-of-Sight Identification

Recently, there has been much interest in accurate determination of mobile user locations in cellular environments. A general approach to this geolocation problem is to gather time-of-arrival measurements from a number of base stations (BSs) and to estimate user locations using the traditional least square approach. However, in non-line-of-sight (NLOS) situations, measurements are significantly...

Non-parametric Estimation under Strong Dependence.

We study non-parametric regression function estimation for models with strong dependence. Compared with short-range dependent models, long-range dependent models often result in slower convergence rates. We propose a simple differencing-sequence based non-parametric estimator that achieves the same convergence rate as if the data were independent. Simulation studies show that the proposed metho...

Non-parametric identification of geological models

Non-parametric identification of chaotic systems

Non-linearity is a common feature shared by mechanical systems, whereas their linear behaviour is an exception. The irregular, chaotic behaviour finds out in many processes which are appeared in different natural and technical objects. The author has suggested applying the phase trajectory mappings for estimation of parameters of dissipative characteristics in the planes «acceleration– displace...