Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties

2000 Mathematics Subject Classification: 60J80.

Multiresponse Robust Engineering: Case with Errors in Factor Levels

2000 Mathematics Subject Classification: 62J05, 62J10, 62F35, 62H12, 62P30.

On Supra-Bayesian Weighted Combination of Available Data Determined by Kerridge Inaccuracy and Entropy

2010 Mathematics Subject Classification: 94A17.

Parameter Identification of a Fed-Batch Cultivation of S. Cerevisiae using Genetic Algorithms

Fermentation processes as objects of modelling and high-quality control are characterized with interdependence and time-varying of process variables that lead to non-linear models with a very complex structure. This is why the conventional optimization methods cannot lead to a satisfied solution. As an alternative, genetic algorithms, like the stochastic global optimization method, can be applied to overcome these limitations. The application of genetic algorithms is a precondition for robustness and reaching of a global minimum that makes them eligible and more workable for parameter identification of fermentation models. Different types of genetic algorithms, namely simple, modified and multi-population ones, have been applied and compared for estimation of nonlinear dynamic model parameters of fed-batch cultivation of S. cerevisiae.

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

2000 Mathematics Subject Classification: 60J60, 62M99.

Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

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.