Related papers: Parameter estimation of monomial-exponential sums
Several recent methods used to analyze asymptotic stability of delay-differential equations (DDEs) involve determining the eigenvalues of a matrix, a matrix pencil or a matrix polynomial constructed by Kronecker products. Despite some…
The problem of expressing a specific polynomial as the determinant of a square matrix of affine-linear forms arises from algebraic geometry, optimisation, complexity theory, and scientific computing. Motivated by recent developments in this…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable…
We present a method using contour integration to derive definite integrals and their associated infinite sums which can be expressed as a special function. We give a proof of the basic equation and some examples of the method. The advantage…
In this paper, we provide an alternative proof of Donaldson's almost-holomorphic section theorem and symplectic Lefschetz pencil theorem, through constructions of certain special kind of Donaldson-type sections of the line bundle based on…
We study sums of the form $\sum_{k=m}^n a_{nk} b_{km}$, where $a_{nk}$ and $b_{km}$ are binomial coefficients or unsigned Stirling numbers. In a few cases they can be written in closed form. Failing that, the sums still share many common…
Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…
We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…
This paper deals with the use of numerical methods based on random root sampling techniques to solve some theoretical problems arising in the analysis of polynomials. These methods are proved to be practical and give solutions where…
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option…
We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
Distributions following a power-law are an ubiquitous phenomenon. Methods for determining the exponent of a power-law tail by graphical means are often used in practice but are intrinsically unreliable. Maximum likelihood estimators for the…
We propose a contour integral-based algorithm for computing a few singular values of a matrix or a few generalized singular values of a matrix pair. Mathematically, the generalized singular values of a matrix pair are the eigenvalues of an…
We consider polynomial equations, or systems of polynomial equations, with integer coefficients, modulo prime numbers $p$. We offer an elementary approach based on a counting method. The outcome is a weak form of the Lang-Weil lower bound…
In this paper, we establish more properties of generalized poly-Euler polynomials with three parameters and we investigate a kind of symmetrized generalization of poly- Euler polynomials. Moreover, we introduce a more general form of multi…
We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…
The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…