نتایج جستجو برای: مدل varma

تعداد نتایج: 120396  

2011
A. Draux

Different types of polynomial inequalities have been studied since more one century. The first type is the so-called Markov-Bernstein inequalities (A. A. Markov in 1889 [5]). More recently other inequalities involving the Lnorm for the Hermite measure were given (see Bojanov and Varma [2], Alves and Dimitrov [1]). Inequalities given in the previous papers are particular cases of the more genera...

The concept of super line graph was introduced in the year 1995 by Bagga, Beineke and Varma. Given a graph with at least r edges, the super line graph of index r, Lr(G), has as its vertices the sets of r-edges of G, with two adjacent if there is an edge in one set adjacent to an edge in the other set. The line completion number lc(G) of a graph G is the least positive integer r for which Lr(G) ...

2011
Christian Kascha Carsten Trenkler

We bring together some recent advances in the literature on vector autoregressive moving-average models creating a relatively simple specification and estimation strategy for the cointegrated case. We show that in the cointegrated case with fixed initial values there exists a so-called final moving representation which is usually simpler but not as parsimonious than the usual Echelon form. Furt...

2016
Jan Kriege Peter Buchholz

In discrete event systems event times are often correlated among events of one event stream and also between different event streams. If this correlation is neglected, then resulting simulation models do not describe the real behavior in a sufficiently accurate way. In most input modeling approaches, no correlation or at most the autocorrelation of one event stream is considered, correlation be...

2017
Yacouba Boubacar Mainassara Y. Boubacar Mainassara

This article considers the problem of order selection of the vector autoregressive moving-average models and of the sub-class of the vector autoregressive models under the assumption that the errors are uncorrelated but not necessarily independent. We propose a modified version of the AIC (Akaike information criterion). This criterion requires the estimation of the matrice involved in the asymp...

Journal: :Physical review letters 2007
Martin Greiter Ronny Thomale

We have numerically evaluated the current-current correlations for three-band models of the CuO planes in high-T(c) superconductors at hole doping x = 1/8. The results show no evidence for the orbital current patterns proposed by Varma. If such patterns exist, the associated energy is estimated to be smaller than 5 meV per link even if [formula: see text]. Assuming that the three-band models ar...

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