• Title/Summary/Keyword: sufficient statistics

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PERMANENCE OF A TWO SPECIES DELAYED COMPETITIVE MODEL WITH STAGE STRUCTURE AND HARVESTING

  • XU, CHANGJIN;ZU, YUSEN
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.4
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    • pp.1069-1076
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    • 2015
  • In this paper, a two species competitive model with stage structure and harvesting is investigated. By using the differential inequality theory, some new sufficient conditions which ensure the permanence of the system are established. Our result supplements the main results of Song and Chen [Global asymptotic stability of a two species competitive system with stage structure and harvesting, Commun. Nonlinear Sci. Numer. Simul. 19 (2001), 81-87].

THE EXTREMAL RANKS AND INERTIAS OF THE LEAST SQUARES SOLUTIONS TO MATRIX EQUATION AX = B SUBJECT TO HERMITIAN CONSTRAINT

  • Dai, Lifang;Liang, Maolin
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.545-558
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    • 2013
  • In this paper, the formulas for calculating the extremal ranks and inertias of the Hermitian least squares solutions to matrix equation AX = B are established. In particular, the necessary and sufficient conditions for the existences of the positive and nonnegative definite solutions to this matrix equation are given. Meanwhile, the least squares problem of the above matrix equation with Hermitian R-symmetric and R-skew symmetric constraints are also investigated.

Bayesian Estimation in Bioequivalence Study

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1095-1102
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    • 2011
  • The classical two-period, two-sequence crossover design is no longer sufficient to assess various demands in a bioequivalence study. For instance, to estimate the within-subject and between-subject variances of test and reference formulations separately, it is necessary to use a replicate design in which each subject receives at least the reference formulation in two periods. Several designs were studied to satisfy the demands. It is provided a unified Bayesian approach applicable to those study designs. The benefit of the method in the bioequivalence study is discussed.

The Mixing Properties of Subdiagonal Bilinear Models

  • Jeon, H.;Lee, O.
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.639-645
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    • 2010
  • We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the $\beta$-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.

Functional central limit theorems for ARCH(∞) models

  • Choi, Seunghee;Lee, Oesook
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.443-455
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    • 2017
  • In this paper, we study ARCH(${\infty}$) models with either geometrically decaying coefficients or hyperbolically decaying coefficients. Most popular autoregressive conditional heteroscedasticity (ARCH)-type models such as various modified generalized ARCH (GARCH) (p, q), fractionally integrated GARCH (FIGARCH), and hyperbolic GARCH (HYGARCH). can be expressed as one of these cases. Sufficient conditions for $L_2$-near-epoch dependent (NED) property to hold are established and the functional central limit theorems for ARCH(${\infty}$) models are proved.

Ergodicity of Nonlinear Autoregression with Nonlinear ARCH Innovations

  • Hwang, S.Y.;Basawa, I.V.
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.565-572
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    • 2001
  • This article explores the problem of ergodicity for the nonlinear autoregressive processes with ARCH structure in a very general setting. A sufficient condition for the geometric ergodicity of the model is developed along the lines of Feigin and Tweedie(1985), thereby extending classical results for specific nonlinear time series. The condition suggested is in turn applied to some specific nonlinear time series illustrating that our results extend those in the literature.

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STATIONARY SOLUTIONS FOR ITERATED FUNCTION SYSTEMS CONTROLLED BY STATIONARY PROCESSES

  • Lee, O.;Shin, D.W.
    • Journal of the Korean Mathematical Society
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    • v.36 no.4
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    • pp.737-746
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    • 1999
  • We consider a class of discrete parameter processes on a locally compact Banach space S arising from successive compositions of strictly stationary random maps with state space C(S,S), where C(S,S) is the collection of continuous functions on S into itself. Sufficient conditions for stationary solutions are found. Existence of pth moments and convergence of empirical distributions for trajectories are proved.

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Convergence in Probability for Weighted Sums of Fuzzy Random Variables

  • Joo, Sang-Yeol;Hyun, Young-Nam
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.275-283
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    • 2005
  • In this paper, we give a sufficient condition for convergence in probability of weighted sums of convex-compactly uniformly integrable fuzzy random variables. As a result, we obtain weak law of large numbers for weighted sums of convexly tight fuzzy random variables.