The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz forms associated with the spectral density functions of these long memory processes are used to compute the geometric quantities. The role of these geometric quantities on the asymptotic bias of the maximum likelihood estimates of the model parameters and on the Bartl...

A nonparametric statistical model of small di€usion type is compared with its discretization by a stochastic Euler di€erence scheme. It is shown that the discrete and continuous models are asymptotically equivalent in the sense of Le Cam's de®ciency distance for statistical experiments, when the discretization step decreases with the noise intensity . Mathematics Subject Classi®cation (1991): P...

Some new estimates for the di¤erence between the integral mean of a function and its mean over a subinterval are established and new applications for special means and probability density functions are also given. 1. Introduction The classical Ostrowski type integral inequality [1] stipulates a bound for the di¤erence between a function evaluated at an interior point and the average of the func...

Recurrent Self Organizing Map RSOM is studied in three di erent time series prediction cases RSOM is used to cluster the series into local data sets for which corresponding local linear models are estimated RSOM includes recurrent di erence vector in each unit which allows storing con text from the past input vectors Multilayer perceptron MLP network and autoregressive AR model are used to comp...

We apply a computational measure of pronunciation di erence to a database of 36 word pronunciations from 490 sites throughout Stoykov's Bulgarian Dialect Atlases. The result is a comprehensive view of the aggregate pronunciation di erences among the 490 sites. This study aims to contribute therefore to Bulgarian dialectology, as well as to the development and testing of the computational techni...

| This paper compares two types of multiresolution data structure for data fusion, the data pyramid and the data cylinder. Data pyramids are well established, and in recent years non linear operators such as alternating sequential morphological lters have been used in their construction. The essential di erence between pyramids and cylinders is that pyramids undergo subsampling at each level. T...

We present a general methodology for indexing with multivariate features based on the Bhattacharyya distance, which takes into account both the mean-di erence and the covariancedi erence between two distributions. To reduce the amount of computations and the size of logical database entry, we approximate the Bhattacharyya distance in the low dimensional subspace of the rst few principal compone...

The risk di$erence is frequently used as a measure of the actual gain in the success rate between two treatments within a center (i.e. hospital). Interest is devoted to combining the risk di$erence across several centers under homogeneity but allowing for baseline-risk heterogeneity in each of the treatment arms. The purpose is to compare the e5ciency of six estimators for the common risk di$er...

Corrosion induced by chloride ions becomes a critical issue for many reinforced concrete structures. The chloride ingress into concrete has been usually simplified as a di↵usion problem where the chloride concentration throughout concrete is estimated analytically. However, this simplified approach has several limitations. For instance, it does not consider chloride ingress by convection which ...

Simple, e cient and accurate nite di erence methods are introduced for 3D unsteady viscous incompressible ows in the vorticity-vector potential formulation on non-staggered grids. Two di erent types of methods are discussed. They di er in the implementation of the normal component of the vorticity boundary condition and consequently the enforcement of the divergence free condition for vorticity...