Consider a multivariate Lévy-driven Ornstein-Uhlenbeck process where the stationary distribution or background driving Lévy is from parametric family. We derive likelihood function assuming that innovation term absolutely continuous. Two examples are studied in detail: given by weak variance alpha-gamma process, which generalisation of gamma created using subordination. In former case, we give ...

When an instrument response is measured over a period of time changes in the signal intensity can occur. If this happens following the calibration of an instrument, in this instance using a multivariate model, subsequent use of the calibration model will most probably produce erroneous results, posing severe restrictions on the successful application of such models. However, it is possible to s...

In this article, we present a multivariate factor model of the term structure of interest rates. The simplicity of the model's linear structure yields nice formulas for arbitrage-free pricing. Moreover, estimation and calibration is relatively simple to do. Using price data on stripped bonds, we calibrate our model and demonstrate that the assumption of the existence of a multivariate Weiner pr...

a r t i c l e i n f o Keywords: Calibration free laser-induced breakdown spectroscopy (CF-LIBS) Multi-element analysis Oxides The quantitative determination of oxide concentration by laser-induced breakdown spectroscopy is relevant in various fields of applications (e.g.: analysis of ores, concrete, slag). Calibration free laser-induced breakdown spectroscopy and the multivariate calibration ar...

Over the last decade, near-infrared spectroscopy, together with the use of chemometrics models, has been widely employed as an analytical tool in several industries. However, most chemical processes or analytes are multivariate and nonlinear in nature. To solve this problem, local errors regression method is presented in order to build an accurate calibration model in this paper, where a calibr...

Digital Fourier filtering is used to produce a temperature-insensitive univariate calibration model for measuring lysozyme in aqueous solutions. Absorbance spectra over the 5000-4000 cm-1 spectral range are collected for lysozyme standards maintained at 14 degrees C. These spectra are used to compute the calibration model while a set of spectra collected at temperatures ranging from 4 to 24 deg...

INTRODUCTION Nomograms are statistical predictive models that can provide the probability of a clinical event. Nomograms have better performance for the estimation of individual risks because of their increased accuracy and objectivity relative to physicians' personal experiences. Recently, a nomogram for predicting the likelihood that a thyroid nodule is malignant was introduced by Nixon. The ...

We report 32 GHz absolute flux density measurements of the supernova remnant Cas A, with an accuracy of 2.4%. The measurements were made with the 1.5-meter telescope at the Owens Valley Radio Observatory. The antenna gain had been measured by NIST in May 1990 to be 0.505 ± 0.007 Jy . Our observations of Cas A in May 1998 yield Scas,1998 = 194.0 ± 4.7 Jy. We also report absolute flux density mea...

Several variable selection algorithms in multivariate calibration can be accelerated using Graphics Processing Units (GPU). Among these algorithms, the Firefly Algorithm (FA) is a recent proposed metaheuristic that may be used for variable selection. This paper presents a GPU-based FA (FA-MLR) with multiobjective formulation for variable selection in multivariate calibration problems and compar...