Estimation of Pickands dependence function of bivariate extremes under mixing conditions

2020 ◽  
Vol 60 (2) ◽  
pp. 129-146
Author(s):  
Mohamed Boutahar ◽  
Imen Kchaou ◽  
Laurence Reboul
2011 ◽  
Vol 39 (4) ◽  
pp. 1963-2006 ◽  
Author(s):  
Axel Bücher ◽  
Holger Dette ◽  
Stanislav Volgushev

2018 ◽  
Vol 46 (6A) ◽  
pp. 2806-2843 ◽  
Author(s):  
Mikael Escobar-Bach ◽  
Yuri Goegebeur ◽  
Armelle Guillou

1971 ◽  
Vol 6 (1) ◽  
pp. 249-272
Author(s):  
P.B. Melynk ◽  
J.D. Norman ◽  
A.W. Wilson

Abstract It is postulated that the mixing conditions in a flow-through reactor can be characterized as having either completely mixed, completely plug flow, or some network of completely mixed and plug flow component vessels. A frequency-response technique is used to obtain an experimental Bodé plot for arbitrarily mixed vessels. The interpretation of the Bodé plot is discussed, and , in light of this interpretation, a network of plug flow and completely mixed components is specified as a flow model. A Rosenbrock search routine is used to improve the parameter estimates of the model. To verify the model, a second order reaction was run through the vessel and the experimentally measured conversion was compared to that predicted by the model. It is shown that the modeling technique, in addition to describing the mixing in the system, will indicate inactive volume, as well as measure the extent of any channeling or short circuiting in the reactor.


Filomat ◽  
2017 ◽  
Vol 31 (15) ◽  
pp. 4845-4856
Author(s):  
Konrad Furmańczyk

We study consistency and asymptotic normality of LS estimators in the EV (errors in variables) regression model under weak dependent errors that involve a wide range of linear and nonlinear time series. In our investigations we use a functional dependence measure of Wu [16]. Our results without mixing conditions complete the known asymptotic results for independent and dependent data obtained by Miao et al. [7]-[10].


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