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Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the…
Generalized parameter estimation-based observers have proven very successful to deal with systems described in state-affine form. In this paper, we enlarge the domain of applicability of this method proposing an algebraic procedure to…
In a recent paper it was proposed that for some nonlinear shell models of turbulence one can construct a linear advection model for an auxiliary field such that the scaling exponents of all the structure functions of the linear and…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
We introduce a class of continuum mechanical models aimed at describing the behaviour of viscoelastic fluids by incorporating concepts originated in the theory of solid plasticity. Within this class, even a simple model with constant…
The atmospheric circulation models are deduced from the very complex atmospheric circulation models based on the actual background and meteorological data. The models are able to show features of atmospheric circulation and are easy to be…
In this paper we provide the first solution to the challenging problem of designing a globally exponentially convergent estimator for the parameters of the standard model of a continuous stirred tank reactor. Because of the presence of…
In this paper an autoregressive time series model with conditional heteroscedasticity is considered, where both conditional mean and conditional variance function are modeled nonparametrically. A test for the model assumption of…
We propose a method to stabilise a solution to equations describing the interface of thin liquid films falling under gravity with a finite number of actuators and restricted observations. As for many complex systems, full observation of the…
A study of regularity estimate for weak solution to generalized stationary Stokes-type systems involving $p$-Laplacian is offered. The governing systems of equations are based on steady incompressible flow of a Newtonian fluids. This paper…
In this article, for modelling numeral systems, the operator approach, which is introduced in [25], is generalized for a certain case. An example of such numeral systems is introduced and considered.
In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain the popularity of Markov chain modelling, where matrix…
We study the solutions of a generalized Allen-Cahn equation deduced from a Landau energy functional, endowed with a non-constant higher order stiffness. We assume the stiffness to be a positive function of the field and we discuss the…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
We prove optimal convergence estimates for eigenvalues and eigenvectors of a class of singular/stiff perturbed problems. Our profs are constructive in nature and use (elementary) techniques which are of current interest in computational…
It is shown that the equilibrium Generalized Mean Spherical Model of fluid structure may be extended to nonequilibrium states with equation of state information used in equilibrium replaced by an exact condition on the two-body distribution…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic (FIEGARCH) processes. We analyze the conditions for the existence, the invertibility,…
In this paper, we propose an Adaptive Realized Hyperbolic GARCH (A-Realized HYGARCH) process to model the long memory of high-frequency time series with possible structural breaks. The structural change is modeled by allowing the intercept…