Introduction to the asymptotic theory of linear homogeneous difference equations

1979 ◽  
pp. 1-19
Author(s):  
Boele Braaksma
Keyword(s):  
Difference Equations ◽  
Asymptotic Theory

On the solvability of the degenerate Noetherian difference-algebraic boundary value problem

2019 ◽  
Vol 33 ◽  
pp. 204-217
Author(s):  
Sergei Chuiko ◽  
Yaroslav Kalinichenko ◽  
Nikita Popov
Keyword(s):  
Boundary Value Problem ◽  
Boundary Value Problems ◽  
Difference Equations ◽  
Nonlinear Oscillations ◽  
Bounded Operator ◽  
Boundary Value ◽  
Homogeneous Part ◽  
Solvability Conditions ◽  
Engineering Control ◽  
Generalized Green Operator

The original conditions of solvability and the scheme of finding solutions of a linear Noetherian difference-algebraic boundary-value problem are proposed in the article, while the technique of pseudoinversion of matrices by Moore-Penrose is substantially used. The problem posed in the article continues to study the conditions for solvability of linear Noetherian boundary value problems given in the monographs of A.M. Samoilenko, A.V. Azbelev, V.P. Maximov, L.F. Rakhmatullina and A.A. Boichuk. The study of differential-algebraic boundary-value problems is closely related to the investigation of boundary-value problems for difference equations, initiated in the works of A.A. Markov, S.N. Bernstein, Y.S. Bezikovych, O.O. Gelfond, S.L. Sobolev, V.S. Ryabenkyi, V.B. Demidovych, A. Halanai, G.I. Marchuk, A.A. Samarskyi, Yu.A. Mytropolskyi, D.I. Martyniuk, G.M. Vainiko, A.M. Samoilenko and A.A. Boichuk. On the other hand, the study of boundary-value problems for difference equations is related to the study of differential-algebraic boundary-value problems initiated in the papers of K. Weierstrass, N.N. Lusin and F.R. Gantmacher. Systematic study of differential-algebraic boundary value problems is devoted to the works of S. Campbell, Yu.E. Boyarintsev, V.F. Chistyakov, A.M. Samoilenko, N.A. Perestiyk, V.P. Yakovets, A.A. Boichuk, A. Ilchmann and T. Reis. The study of differential-algebraic boundary value problems is also associated with numerous applications of such problems in the theory of nonlinear oscillations, in mechanics, biology, radio engineering, control theory, motion stability theory. The general case of a linear bounded operator corresponding to the homogeneous part of a linear Noetherian difference-algebraic boundary value problem has no inverse is investigated. The generalized Green operator of a linear difference-algebraic boundary value problem is constructed in the article. The relevance of the study of solvability conditions, as well as finding solutions of linear Noetherian difference-algebraic boundary-value problems, is associated with the widespread use of difference-algebraic boundary-value problems obtained by linearizing nonlinear Noetherian boundary-value problems for systems of ordinary differential and difference equations. Solvability conditions are proposed, as well as the scheme of finding solutions of linear Noetherian difference-algebraic boundary value problems are illustrated in detail in the examples.

The Asymptotic Theory of the Kakwani Class of Poverty Measures

2007 ◽  
Author(s):  
Gane Samb Lo ◽  
Serigne Touba Sall ◽  
Cheikh Tidiane Seck
Keyword(s):  
Asymptotic Theory ◽  
Poverty Measures

Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation

2018 ◽  
Author(s):  
Yifan Li ◽  
Ingmar Nolte ◽  
Sandra Nolte (Lechner)
Keyword(s):  
High Frequency ◽  
Asymptotic Theory ◽  
Volatility Estimation

Some new Gompertz fractional difference equations

2020 ◽  
Vol 13 (4) ◽  
pp. 705-719
Author(s):  
Tom Cuchta ◽  
Brooke Fincham
Keyword(s):  
Difference Equations ◽  
Fractional Difference ◽  
Fractional Difference Equations

Standard Asymptotic Theory

2017 ◽  
Author(s):  
Russell Cheng
Keyword(s):  
Asymptotic Theory ◽  
Asymptotic Variance ◽  
Statistical Significance ◽  
Regularity Conditions ◽  
Parameter Estimates ◽  
Asymptotic Results ◽  
Ml Estimation ◽  
True Parameter ◽  
Log Likelihood ◽  
Ml Estimator

This book relies on maximum likelihood (ML) estimation of parameters. Asymptotic theory assumes regularity conditions hold when the ML estimator is consistent. Typically an additional third derivative condition is assumed to ensure that the ML estimator is also asymptotically normally distributed. Standard asymptotic results that then hold are summarized in this chapter; for example, the asymptotic variance of the ML estimator is then given by the Fisher information formula, and the log-likelihood ratio, the Wald and the score statistics for testing the statistical significance of parameter estimates are all asymptotically equivalent. Also, the useful profile log-likelihood then behaves exactly as a standard log-likelihood only in a parameter space of just one dimension. Further, the model can be reparametrized to make it locally orthogonal in the neighbourhood of the true parameter value. The large exponential family of models is briefly reviewed where a unified set of regular conditions can be obtained.

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