This paper studies remote state estimation in the presence of an eavesdropper. A sensor transmits local state estimates over a packet dropping link to a remote estimator, while an eavesdropper can successfully overhear each sensor transmission with a certain probability. The objective is to determine when the sensor should transmit, in order to minimize the estimation error covariance at the re...

It has become common practice to fit GARCH models to financial time series by means of pseudo maximum likelihood. In this study we investigate the behaviour of several maximum likelihood based methods for estimating the Garch model parameters and for estimating volatility and risk measures (VaR and expected shortfall). We consider NIG, skewed-t, t and nonparametric kernel densities for this pur...

From the mathematical perspective considered in this tutorial, risk management is a procedure for shaping a risk distribution. Popular functions managing risk are valueat-risk (VaR) and conditional value-at-risk (CVaR). The problem of choice between VaR and CVaR, especially in financial risk management, has been quite popular in academic literature. Reasons affecting the choice between VaR and ...

in order to evaluate competition among some weed species and canola, a field experiment in astan ghods razavi's field in mashhad was done on 2007-2008. thirty 50×50 cm quadrates were used in two times (stem and flower production) to measure the canola dry weight, leaf area index and canola and weeds density with destruction and thirty similar quadrates were used for counting weed species a...

Background: Optimal allocation of resources commensurate with performance improvement is the concerns of all countries including Iran. Estimation hospitals production function is important in the economic management of hospitals. Objective: The aim of this study was to estimate the production function of Iranian selected public hospitals as well as analyz...