In this paper we study ergodic properties of hidden Markov models with a generalized observation structure. In particular sufficient conditions for the existence of a unique invariant measure for the pair filter-observation are given. Furthermore, necessary and sufficient conditions for the existence of a unique invariant measure of the triple state-observation-filter are provided in terms of a...

In this paper, a more robust estimator of the Shannon entropy is applied in place an earlier estimator, to obtain improved goodness-of-fit test normality which based on Balakrishnan-Sanghvi measure divergence. The statistic affine invariant and consistent against fixed alternatives. critical values new those competing as well their power comparisons are obtained through extensive simulation stu...

I present a new improved estimator for the correlation function of 2D nonlinear sigma models. Numerical tests for the 2D XY model and the 2D O(3)-invariant vector model were performed. For small physical volume, i.e. a lattice size small compared to the bulk correlation length, a reduction of the statistical error of the finite system correlation length by a factor of up to 30 compared to the c...

The primary advantage to panel data is the ability they afford to control for unobserved heterogeneity. The fixed-effects (FE) estimator is by far the most popular technique for exploiting this advantage, but it eliminates any time-invariant regressors along with the unobserved time-invariant effects. Their partial effects can be easily recovered in a second-step regression of residuals, constr...

In this paper, we propose a learning-based Model Predictive Control (MPC) approach for the polytopic Linear Parameter-Varying (LPV) systems with inexact scheduling parameters (as exogenous signals bounds), where Time Invariant (LTI) models (vertices) captured by combinations of becomes wrong. We first to adopt Moving Horizon Estimation (MHE) scheme simultaneously estimate convex combination vec...

We propose and derive the asymptotic distribution of a tapered narrow-band least squares estimator (NBLSE) of the cointegration parameter in the framework of fractional cointegration. This tapered estimator is invariant to deterministic polynomial trends. In particular, we allow for arbitrary linear time trends that often occur in practice. Our simulations show that, in the case of no determini...