The paper studies asset pricing for stochastic discrete time stock market models. possibility of statistical evaluation the completeness is investigated. It known that not a robust property: small random deviations coefficients convert complete model into incomplete one. investigates if incompleteness robust. found non-robust property as well. This demonstrated basic single model. implies that,...

We present a general result giving us families of incomplete and boundedly complete families of discrete distributions. For such families, the classes of unbiased estimators of zero with finite variance and of parametric functions which will have uniformly minimum variance unbiased estimators with finite variance are explicitly characterized. The general result allows us to construct a large nu...

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data likelihood, a posterior distribution of the chances. A common treatment of incomplete data is to assume ignorability and determine the chances by the expectatio...

Defect real-time quantitation and display is critical for tank floor magnetic flux leakage (MFL) testing. Since the detection process is continuous, which means the data processing area may contain the incomplete MFL signals. This paper proposed a novel real-time quantitation and display method for the condition of incomplete defect MFL signals. This method is mainly for defect edge recognition...

in this paper, a discrete event simulation model of iranian railway system is used for analyzing performance of the system in freight sector. the model analysis shows more sensitivity of the system on loading and unloading facilities than on number of wagons and locomotives. system optimization through simulation optimization technique, shows that more than 4% of all wagons available in the net...

In networked control systems, when data are transmitted over wireless channels, measurements of the transmitted data are often incomplete due to transmission errors and/or packet losses. The problem of designing reduced-order H∞ filters for discrete-time systems from incomplete measurements is investigated in this paper. A Bernoulli distributed white sequence is adopted as a model for the norma...