This paper introduces a method of moment estimator for the time-changed Lévy processes proposed by Carr, Geman, Madan and Yor (2003). By establishing that the returns sequence is strongly mixing with exponentially decreasing rate, we prove consistency and asymptotic normality of the resulting estimators. In addition, we fit parametrized versions of the model to real data and examine the quality...

Abstract—Under active stress conditions, a rigid cantilever retaining wall tends to rotate about a pivot point located within the embedded depth of the wall. For purely granular and cohesive soils, a methodology was previously reported called minimization of moment ratio to determine the location of the pivot point of rotation. The usage of this new methodology is to estimate the rotational sta...

The method of moments is a simple but efficient method of solving the population balance equation which describes particle dynamics. Recently, the moment projection method (MPM) was proposed and validated for particle inception, coagulation, growth and, more importantly, shrinkage; here the method is extended to include the fragmentation process. The performance of MPM is tested for 13 differen...

In many data structure settings, it has been shown that using “double hashing” in place of standard hashing, by which we mean choosing multiple hash values according to an arithmetic progression instead of choosing each hash value independently, has asymptotically negligible difference in performance. We attempt to extend these ideas beyond data structure settings by considering how threshold a...

this paper is about discrete sensitivity analysis. a triangular bending element with constant moment and six degrees of freedom is used. the required derivatives for sensitivity analysis are calculated explicitly. these formulations, finite element method and sequential linear programming are utilized to find shape optimization of plate bending structures. the numerical examples, which show the...

This paper attempts to introduce the concept of moment invariance into the classification algorithm based on the morphological boundary extraction and generalized skeleton transform, and tries to propose a new method about shape classification in this field. Firstly, the method extracts boundary of the object, secondly, skeleton using main skeleton extraction algorithm based on visual important...

In an earlier publication, the authors reported the successful solution of the Fokker-Planck equation by the finite element method for a class of second order systems subjected to both additive and multiplicative white noise excitations, giving a complete picture of the evolution of the transition probability density functions of those systems. More recently, these solutions have been used to d...

in this parer the iteration method (kani's method) is developed for the analysis of arch - frames. the method takes the effect of linear displacements of joints automatically into account. therefore, it is more efficient than moment distribution method. the iteration procedure can be applied to any kind of framed structure. a hand calculator or a computer may be used in the analysis of fra...

The question of whether architectural creativity is more of an artistic or engineering nature is one with a long history but also one with no conclusive answer. The art camp would argue that technology should be treated as a means towards and end, and that technology alone cannot give meaning to our lives. The engineering camp on the other hand would argue that good problem-solving result...