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1

Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models

Ghodsi A., Shitan M.

Probability and Mathematical Statistics

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2016

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Vol. 36, Fasc. 2

247--265

EN

In this article, we first extend Theorem 2 of Robinson [11] from one dimension to two dimensions. Then the theoretical asymptotic properties of the means, variances, covariance and MSEs of the regression/GPH (GPH states for Geweke and Porter-Hudak’s) estimators of the memory parameters of the FISSARMA model are established. We also performer simulations to study MSE and covariances for finite sample sizes. We found that through the simulation study the MSE values of the memory parameters tend to the theoretical MSE values as the sample size increases. It is also found that m1/2(d^1 − d1) and m1/2(d^2 − d2) are independent and identically distributed as N(0, π2/24), when m = o(n4/5) and ln2 n = o(m).

2

Alternate Basic l/b-model of Effective Porosity Created for Hydrophilic (l) and/or Hydrophobic (b) Moist Textile Materials

Rogankov O. V., Shvets M. V., Rogankov V. B.

Fibres & Textiles in Eastern Europe

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2016

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Vol. 24, no. 3 (117)

51--57

EN

There are several standard test methods (based on different construction mechanisms) and the respective experimental conditions (relative humidity, air velocity, test temperature) which lead to essentially different estimates of water vapour permeability as well as the effective transport coefficients for the same textile materials. To develop objective comparative methodology within a set of similar materials, one needs either to eliminate completely the effect of both factors above or to take into consideration their combined influence on the textile transport characteristics in a self-consistent manner. The latter, a more promising strategy of comparison, requires, first of all, a correct definition of properties related just to the textile materials, but not to the specific test-methods or to their experimental conditions and peculiarities. This work is an attempt to create a physically-plausible alternate model of hydrophilic (l) and/or hydrophobic (b) textile materials by the special concept of effective porosity dependent on the moisture content and, as a result, on the bulk density of fabric. We consider the permeability in the generalized Darcy’s-Fick’s law as the function of effective porosity, which controls all main transport coefficients of textile material. Any adjustable coefficients are absent in the alternate basic l/b-model proposed.

PL

Dla opracowania obiektywnej porównywalnej metodologii odnoszącej się do zestawu podobnych materiałów należy albo wyeliminować całkowicie efekty wilgotności względnej i współczynników transportu pary wodnej lub uwzględnić ich powiązany wpływ na charakterystyki transportu. Bardziej obiecująca strategia porównawcza wymaga prawidłowych definicji właściwości związanych bezpośrednio z materiałem tekstyliów a nie ze specyfiką metod testujących lub warunków eksperymentów. Przedstawiona praca jest próbą stworzenia fizycznie prawdopodobnego modelu hydrofilowych (l) i hydrofobowych (b) materiałów tekstylnych dzięki przyjęciu specjalnej koncepcji efektywnej porowatości zależnej od zawartości wilgoci i gęstości objętościowej tkaniny. Uwzględniono przepuszczalność w ogólnym prawie Darcy-Ficka jako funkcję efektywnej porowatości, która decyduje o wszystkich współczynnikach transportu przez materiał tekstylny. W zaproponowanym alternatywnym modelu nie uwzględniono żadnych zmiennych współczynników.

3

Statistical inference from set-valued observations

Schreiber T.

Probability and Mathematical Statistics

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2000

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Vol. 20, Fasc. 2

223--235

EN

Consider a random experiment whose true (unknown) outcome is modelled by a certain randomelementX and the available imprecise observations are modelled by some random set A such that X ∈ A almost surely. The purpose of the paper is to propose a statistical procedure for estimation of the real distribution of X. The asymptotic properties of the suggested procedure are then investigated in both nonparametric and parametric settings. So far, only the results for a finite sample space are available.

4

On the choice of statistical model for one-dimensional P-algorithms

Calvin J., Zilinskas A.

Control and Cybernetics

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2000

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Vol. 29, no 2

555-565

EN

Algorithms based on statistical models compete favorably with other global optimization algorithms as proved by extensive testing results. Recently, techniques were developed for theoretically estimating the rate of convergence of global optimization algorithms with respect to the underlying statistical models. In the present paper these technictues are extended for theoretical investigation of P-algorithms without respect to a statistical model. Theoretical estimates may eliminate the need for lengthy experimental investigation which previously was the only method for comparison of the algorithms. The rcaults obtained give new insight into the role of the mnderlying statistical model with respect to the asymptotic properties of the algorithm which will be useful for the implementation of new versions of the algoritlmns.