Estimation of the Offspring Mean in a General Single-Type Size-Dependent Branching Process

2000 Mathematics Subject Classification: 60J80, 62F12, 62P10

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

Parametric Identification and Diagnosis of Integrated Navigation Systems in Bench Test Process

Growth of complexity and functional importance of integrated navigation systems (INS) leads to high losses at the equipment refusals. The paper is devoted to the INS diagnosis system development, allowing identifying the cause of malfunction. The proposed solutions permit taking into account any changes in sensors dynamic and accuracy characteristics by means of the appropriate error models coefficients. Under actual conditions of INS operation, the determination of current values of the sensor models and estimation filter parameters rely on identification procedures. The results of full-scale experiments are given, which corroborate the expediency of INS error models parametric identification in bench test process.

Models of Alternating Renewal Process at Discrete Time

We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.

The Computer System for the Estimation of the Realizability of the Crew Activity Algorithms

When designing specification on-board algorithm (the algorithm, realized on on-board digital computing machine, and algorithm to activity of the crew necessary to conduct the estimation their realizing. Presented computer system allows in interactive mode with user to value the temporary expenseses of the operator on processes decision making and their realizing, participations it in process of the spying.

Quality Estimation of e-Learning Systems

Existing approaches to quality estimation of e-learning systems are analyzed. The “layered” approach for quality estimation of e-learning systems enhanced with learning process modeling and simulation is presented. The method of quality estimation using learning process modeling and quality criteria are suggested. The learning process model based on extended colored stochastic Petri net is described. The method has been implemented in the automated system of quality estimation of e-learning systems named “QuAdS”. Results of approbation of the developed method and quality criteria are shown. We argue that using learning process modeling for quality estimation simplifies identifying lacks of an e-learning system for an expert.

Modeling of Effective Process of Network Maintaining Based on Statistical Data

This paper is dedicated to modelling of network maintaining based on live example – maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Em Estimation of the Offspring Distribution in Mutitype Branching Processes - a Model in Cell Kinetics

2000 Mathematics Subject Classification: 60J80, 60J85, 62P10, 92D25.

Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Branching Stochastic Processes: Regulation, Regeneration, Estimation, Applications

2000 Mathematics Subject Classification: 60J80.

A Computational Approach for the Statistical Estimation of Discrete Time Branching Processes with Immigration

2010 Mathematics Subject Classification: 60J80.