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Published in 2020 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2020.12.2514
Abstract: Abstract Inspired by the random packet dropout problem widely existing in the networked control systems, we investigate the stability of Kalman filter with random coefficients. We present an excitation condition about the regression vectors to…
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Keywords:
random coefficients;
stability;
kalman filter;
filter random ... See more keywords
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Published in 2019 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.10.038
Abstract: Abstract In this paper, by virtue of Malliavin calculus, we establish a relationship between backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs, and thus extend the well-known nonlinear stochastic Feynman–Kac formula…
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Keywords:
stochastic differential;
doubly stochastic;
random coefficients;
backward doubly ... See more keywords
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Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1530790
Abstract: Abstract In this paper, we consider convergence rates in the Marcinkiewicz–Zygmund law of the large numbers for the END linear processes with random coefficients. We extend some results of Baum and Katz (1965) to the…
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Keywords:
law large;
large numbers;
random coefficients;
processes random ... See more keywords
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Published in 2022 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2021.3131097
Abstract: In this article, we consider the stochastic optimal control problem for (forward) stochastic differential equations (SDEs) with jump diffusions and random coefficients under a recursive-type objective functional captured by a backward SDE (BSDE). Due to…
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Keywords:
problem;
random coefficients;
control;
verification theorem ... See more keywords
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Published in 2019 at "Annals of Economics and Statistics"
DOI: 10.15609/annaeconstat2009.134.0043
Abstract: This paper proposes semiparametric estimation of the relationship between CO2 emissions and economic activities for a panel of 81 countries observed over the period 1991-2015. The observed differentiated behaviors by country reveal strong heterogeneity as…
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Keywords:
random coefficients;
emissions economic;
panel;
panel data ... See more keywords
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Published in 2022 at "Bernoulli"
DOI: 10.3150/21-bej1354
Abstract: We consider a linear model where the coefficients-intercept and slopes-are random and independent from regressors which support is a proper subset. When the density has finite weighted L 2 norm, for well chosen weights, the…
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Keywords:
estimation linear;
model;
random coefficients;
linear random ... See more keywords