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of 13
pro vyhledávání: '"Ba Demba Bocar"'
Zero-inflated regression models have had wide application recently and have provenuseful in modeling data with many zeros. Zero-inflated Binomial (ZIB) regression model is an extension of the ordinary binomial distribution that takes into account the
Externí odkaz:
http://arxiv.org/abs/2105.00483
Publikováno v:
Gulf Journal of Mathematics; 2024, Vol. 17 Issue 2, p51-72, 22p
Publikováno v:
Universal Journal of Mathematics and Mathematical Sciences. 18:67-83
Publikováno v:
Journal of Computer Science and Applied Mathematics. 4:15-30
In this paper, we study some models without jumps of stochastic differential equations directed by a fractional Brownian motion.
Autor:
BA Demba Bocar, T. Moussa
Publikováno v:
Journal of Computer Science and Applied Mathematics. 4:1-14
In this paper, we study the problem of estimating the unknow parameters in a long memory process based on the maximum likelihood method. We consider again a diffusion model involving fractional Brownian motion. Our goal is to study the consistency of
Autor:
BA Demba Bocar
Publikováno v:
Journal of Computer Science and Applied Mathematics. 3:59-67
In this paper, we study several properties of the bifractional Brownian motion introduced by Houdr\'{e} and Villa.
Publikováno v:
Journal of Computer Science and Applied Mathematics. 3:68-81
Zero-inflated regression models have had wide application recently and have provenuseful in modeling data with many zeros. Zero-inflated Binomial (ZIB) regression model is an extension of the ordinary binomial distribution that takes into account the
Publikováno v:
American Journal of Applied Mathematics. 9:156
Since the pioneering work of Hurst, and Mandelbrot, the fractional brownian motions have played and increasingly important role in many fields of application such as hydrology, economics and telecommunications. For every value of the Hurst index H
Autor:
BA Demba Bocar
Publikováno v:
Applied and Computational Mathematics. 9:195
In this paper we define the multifractional Brownian motion and we give some properties. we study the uniform Convergence of the Serie expansion. After having determined the covariance function, we give in proposition 2 another proof of almost sure u
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