Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1

Author(s):  
Patrice Takam Soh ◽  
Eugene Kouassi ◽  
Renaud Fadonougbo ◽  
Martin Kegnenlezom
2013 ◽  
Author(s):  
Heikki Sepppll ◽  
Ser-Huang Poon ◽  
Thomas Schrrder

2014 ◽  
Author(s):  
Thomas Ribarits ◽  
Axel Clement ◽  
Heikki Sepppll ◽  
Hua Bai ◽  
Ser-Huang Poon

2021 ◽  
Vol 8 (1) ◽  
pp. 33-44
Author(s):  
Toufik Chaayra ◽  
Hussain Ben-azza ◽  
Faissal El Bouanani

Evaluating the sum of independent and not necessarily identically distributed (i.n.i.d) random variables (RVs) is essential to study different variables linked to various scientific fields, particularly, in wireless communication channels. However, it is difficult to evaluate the distribution of this sum when the number of RVs increases. Consequently, the complex contour integral will be difficult to determine. Considering this issue, a more accurate approximation of the distribution function is required. By assuming the probability density function (PDF) of a generalized gamma (GG) RV evaluated in terms of a proper subset H1,0 1,1 class of Fox’s H-function (FHF) and the moment-based approximation to estimate the FHF parameters, a closed-form tight approximate expression for the distribution of the sum of i.n.i.d GG RVs and a sufficient condition for the convergence are investigated. The proposed approximate may be an analytical useful tool for analyzing the performance of certain numbers branch maximal-ratio combining receivers subject to GG fading channels. Hence, various closed-form performance metrics are derived and examined in terms of FHF. Numerical simulations are carried out to illustrate the theoretical results.


1972 ◽  
Vol 23 (2) ◽  
pp. 109-120 ◽  
Author(s):  
T C Cannon ◽  
J Genin

SummaryThe three-dimensional equations of motion of a flexible towed cable are developed. A closed-form approximation for the equilibrium shape of a cable subjected to arbitrary aerodynamic loading is developed and used in the study of a heavy, vibrating tow cable. Natural frequencies of vibration and cable shapes are computed for typical cables and are shown to be in good agreement with exact, numerically obtained values.


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