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Now showing items 531-540 of 540
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2004)
We give a definition of human uncertainty through subjective likelihood estimates. The subject is asked for his estimated likelihood of a discrete variable, given a present piece of uncertain observation, under the ...
(Research report / Forskningsrapport, 2006)
Consider a uniformly strongly consistent statistical functional. We present a new method for extracting limit distributions of the type "the last time" and "the number of times" an error larger than $\epsilon$ is committed ...
(Research report / Forskningsrapport, 2007)
Various strength criteria that may be used in semi-analytical methods for ultimate strength prediction of arbitrarily stiffened plates are studied. The main objective is to evaluate the applicability of the criteria in ...
(Research report / Forskningsrapport, 2007)
The paper proposes a new method, called the Fast Quadratic Transform (FQT), to solve the general indefinite two-variable quadratic equation in integers. The paper presents the new approach, discusses its properties, and ...
(Research report / Forskningsrapport, 2008)
In this paper we consider a general partial information stochastic differential game where the state process is a controlled Itô-Lévy process. We use Malliavin calculus to derive a maximum principle for general stochastic ...
(Research report / Forskningsrapport, 2002)
It is well known that a wide range of impulse control problems are continuous, but not differentiable, with respect to intervention cost as it approaches zero. We show a similar non-C1 result, assuming that the problem and ...
(Research report / Forskningsrapport, 2006)
Following the increasing awareness of the risk from volatility fluctuations the markets for hedging contracts written on realised volatility has surged. Companies looking for means to secure against unexpected accumulation ...
(Research report / Forskningsrapport, 2000)
(Research report / Forskningsrapport, 2001)
In this note we consider the asymptotic power functions of some bootstrap unit root tests under local alternatives and show that they are in fact the same as for ordinary unit root tests. This is regardless of whether the ...