44 search results - page 3 / 9 » Numerical conditioning and asymptotic variance of subspace e... |
MOC
1998
13 years 5 months ago
1998
In this paper we construct and analyze new non-overlapping domain decomposition preconditioners for the solution of second-order elliptic and parabolic boundary value problems. The...
MA
2011
Springer
13 years 1 months ago
2011
Springer
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
GLOBECOM
2009
IEEE
13 years 10 months ago
2009
IEEE
A new method is proposed for the blind subspace-based identification of the coefficients of time-varying (TV) single-input multiple-output (SIMO) FIR channels. The TV channel coef...
WSC
2004
13 years 7 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
CORR
2010
Springer
13 years 6 months ago
2010
Springer
Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stoch...