44 search results - page 3 / 9 » Numerical conditioning and asymptotic variance of subspace e... |
MOC
1998
13 years 9 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 4 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
14 years 1 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 11 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 10 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...