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 ...

Camera calibration is a necessary step in 3D computer vision in order to extract metric information from 2D images. It has been studied extensively in computer vision and photogrammetry, and even recently new techniques have been proposed. In this chapter, we review the techniques proposed in the literature include those using 3D apparatus (two or three planes orthogonal to each other, or a pla...

in this paper, the use of weighted pairwise likelihood instead of the full likelihood in estimating the parameters of the multivariate ar(1) is investigated. a closed formula for typical elements of the godambe information(sandwich information) is presented. some efficiency calculations are also given to discuss the feasibility andcomputational advantages of the weighted pairwise likelihood app...

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...