In this paper, we propose a computationally effective approach to detect multiple structural breaks in the mean occurring at unknown dates. We present a non-parametric approach th...
Carmela Cappelli, Richard N. Penny, William S. Rea...
We show how to simulate Brownian motion not on a regular time grid, but on a regular spatial grid. That is, when it first hits points in Z for some > 0. Central to our method ...
The technique of ANOVA has been widely used in Economics and Finance where the observations are usually time-dependent but the model itself is treated as independent in time. In t...
The purpose of this study is to develop an optimum design method for roof shapes satisfying both aesthetic sensibility (beauty) and economic evaluation by using the genetic algori...
In the stability study of nonlinear systems, not to found feasible solution for the LMI problem associated with a quadratic Lyapunov function shows that it doesn't exist posi...