44 search results - page 5 / 9 » Numerical conditioning and asymptotic variance of subspace e... |
CDC
2010
IEEE
14 years 4 months ago
2010
IEEE
Abstract-- The focus of this article is to undertake a comparative analysis of multi-step-ahead linear multivariate predictors. The approach considered for the estimation will be b...
JMLR
2010
14 years 4 months ago
2010
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...
CORR
2008
Springer
14 years 9 months ago
2008
Springer
A distributed adaptive algorithm to estimate a time-varying signal, measured by a wireless sensor network, is designed and analyzed. The presence of measurement noises and of packe...
WSC
2004
14 years 11 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
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SDM
2010
SIAM
14 years 11 months ago
2010
SIAM
Methods for directly estimating the ratio of two probability density functions without going through density estimation have been actively explored recently since they can be used...