نتایج جستجو برای: average processes
تعداد نتایج: 887356 فیلتر نتایج به سال:
The sample autocorrelation function (acf) of a stationary process has played a central statistical role in traditional time series analysis, where the assumption is made that the marginal distribution has a second moment. Now, the classical methods based on acf are not applicable in heavy tailed modeling. Using the codifference function as dependence measure for such processes be shown it be as...
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In robust Markov decision processes (MDPs), the uncertainty in transition kernel is addressed by finding a policy that optimizes worst-case performance over an set of MDPs. While much literature has focused on discounted MDPs, average-reward MDPs remain largely unexplored. this paper, we focus where goal to find average reward set. We first take approach approximates using prove value function ...
data envelopment analysis (dea) is a powerful tool for measuring relative efficiency of organizational units referred to as decision making units (dmus). in most cases dmus have network structures with internal linking activities. traditional dea models, however, consider dmus as black boxes with no regard to their linking activities and therefore do not provide decision makers with the reasons...
For the stationary invertible moving average process of order one with unknown innovation distribution F , we construct root-n consistent plug-in estimators of conditional expectations E(h(Xn+1)|X1, . . . , Xn). More specifically, we give weak conditions under which such estimators admit Bahadur type representations, assuming some smoothness of h or of F . For fixed h it suffices that h is loca...
آنالیز فرآیندهای ایستا در قلمرو(دامنه طیفی) بر توزیع های طیفی بنا شده است . اما برای فرآیندهای غیرایستای هارمونیک ساز(harmonizable) ، زوج (f, ) که f یک اندازه برداری (vector measure) و یک اندازه بورل می باشد ، به عنوان مشخصه های طیفی ارائه می شود. در این پایان نامه یک روش طبیعی برای ساختن نمایش طیفی ارائه می شود که این روش برای فرآیندهای مرتبه دوم (second order processes) و فرآیندهای پایدار (st...
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