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Letteratura scientifica selezionata sul tema "Moments Models"

Autore: Grafiati

Pubblicato: 25 gennaio 2025

Ultima modifica: 31 luglio 2025

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Articoli di riviste sul tema "Moments Models"

1

Hunana, P., T. Passot, E. Khomenko, et al. "Generalized Fluid Models of the Braginskii Type." Astrophysical Journal Supplement Series 260, no. 2 (2022): 26. http://dx.doi.org/10.3847/1538-4365/ac5044.

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Abstract Several generalizations of the well-known fluid model of Braginskii (1965) are considered. We use the Landau collisional operator and the moment method of Grad. We focus on the 21-moment model that is analogous to the Braginskii model, and we also consider a 22-moment model. Both models are formulated for general multispecies plasmas with arbitrary masses and temperatures, where all of the fluid moments are described by their evolution equations. The 21-moment model contains two “heat flux vectors” (third- and fifth-order moments) and two “viscosity tensors” (second- and fourth-order

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2

Hu, Zhicheng, Ruo Li, and Zhonghua Qiao. "Extended Hydrodynamic Models and Multigrid Solver of a Silicon Diode Simulation." Communications in Computational Physics 20, no. 3 (2016): 551–82. http://dx.doi.org/10.4208/cicp.290615.020316a.

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AbstractExtended hydrodynamic models for carrier transport are derived from the semiconductor Boltzmann equation with relaxation time approximation of the scattering term, by using the globally hyperbolic moment method and the moment-dependent relaxation time. Incorporating the microscopic relaxation time and the applied voltage bias, a formula is proposed to determine the relaxation time for each moment equation, which sets different relaxation rates for different moments such that higher moments damp faster. The resulting models would give more satisfactory results of macroscopic quantities

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3

Xiao, Zhiguo. "The weighted method of moments approach for moment condition models." Economics Letters 107, no. 2 (2010): 183–86. http://dx.doi.org/10.1016/j.econlet.2010.01.019.

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4

Hu, Yi, Xiaohua Xia, Ying Deng, and Dongmei Guo. "Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models." Discrete Dynamics in Nature and Society 2014 (2014): 1–8. http://dx.doi.org/10.1155/2014/324904.

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Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample performance is not very well. In order to improve the finite sample performance of generalized method of moments estimators, this paper studies higher-order mean squared error of two-step efficient generalized method of moments estimators for nonlinear models. Specially, we consider a general nonlinear regression model with endogeneity and deri

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5

Petričková, Anna. "Moments of Markov-Switching Models." Tatra Mountains Mathematical Publications 61, no. 1 (2014): 131–40. http://dx.doi.org/10.2478/tmmp-2014-0032.

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Abstract In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent model

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6

Peck, Jamie, Nik Theodore, and Neil Brenner. "Neoliberal Urbanism: Models, Moments, Mutations." SAIS Review of International Affairs 29, no. 1 (2009): 49–66. http://dx.doi.org/10.1353/sais.0.0028.

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7

Amendola, Alessandra, Marcella Niglio, and Cosimo Vitale. "The moments of SETARMA models." Statistics & Probability Letters 76, no. 6 (2006): 625–33. http://dx.doi.org/10.1016/j.spl.2005.09.016.

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8

Timmermann, Allan. "Moments of Markov switching models." Journal of Econometrics 96, no. 1 (2000): 75–111. http://dx.doi.org/10.1016/s0304-4076(99)00051-2.

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9

Gasparutto, Xavier, Eric Jacquelin, and Raphael Dumas. "Contribution of passive actions to the lower limb joint moments and powers during gait: A comparison of models." Proceedings of the Institution of Mechanical Engineers, Part H: Journal of Engineering in Medicine 232, no. 8 (2018): 768–78. http://dx.doi.org/10.1177/0954411918785661.

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The lower limb passive actions representing the actions of all the passive periarticular structures have been shown to have a significant contribution to the power generation and absorption during gait. However, the respective magnitude of its different components was not established, although models of ligament moment were implemented in some musculoskeletal models. These ligament moments have shown to have an influence on the musculo-tendon forces and contact forces but the models used were never specifically evaluated, that is, compared to the passive and net joint moments. Two models of pa

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10

Chen, Ming-Hua, and Zuu-Chang Hong. "A pdf Description of Turbulent Axisymmetric Free Jet Flow." Journal of Fluids Engineering 121, no. 1 (1999): 73–79. http://dx.doi.org/10.1115/1.2822015.

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This study presents the applications of a turbulence probability density function (pdf) equation to compute an axisymmetric turbulent free jet flow. In view of the difficulty of solving this pdf equation directly by conventional numerical methods, an approximate moment method is applied. The Calculated triple velocity correlations appearing in the second-order moments equation are calculated and compared with measured values and with those estimated by moment-closure models. The results reveal that the pdf approach gives consistency in the higher-order moments and radial budget of third moment

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Tesi sul tema "Moments Models"

1

Ragusa, Giuseppe. "Essays on moment conditions models econometrics /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2005. http://wwwlib.umi.com/cr/ucsd/fullcit?p3170252.

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2

Benigni, Lucas. "Dynamics of eigenvectors of random matrices and eigenvalues of nonlinear models of matrices." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCC003/document.

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Cette thèse est constituée de deux parties indépendantes. La première partie concerne l'étude des vecteurs propres de matrices aléatoires de type Wigner. Dans un premier temps, nous étudions la distribution des vecteurs propres de matrices de Wigner déformées, elles consistent en une perturbation d'une matrice de Wigner par une matrice diagonale déterministe. Si les deux matrices sont du même ordre de grandeur, il a été prouvé que les vecteurs propres se délocalisent complètement et les valeurs propres rentrent dans la classe d'universalité de Wigner-Dyson-Mehta. Nous étudions ici une phase in

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3

Gabriel, Christian [Verfasser], Jörg [Akademischer Betreuer] Laitenberger, and Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker." Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://d-nb.info/1072072807/34.

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Gabriel, Christian Verfasser], Jörg [Akademischer Betreuer] [Laitenberger, and Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker." Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://nbn-resolving.de/urn:nbn:de:gbv:3:4-14548.

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5

Podosinnikova, Anastasia. "Sur la méthode des moments pour l'estimation des modèles à variables latentes." Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLEE050/document.

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Les modèles linéaires latents sont des modèles statistique puissants pour extraire la structure latente utile à partir de données non structurées par ailleurs. Ces modèles sont utiles dans de nombreuses applications telles que le traitement automatique du langage naturel et la vision artificielle. Pourtant, l'estimation et l'inférence sont souvent impossibles en temps polynomial pour de nombreux modèles linéaires latents et on doit utiliser des méthodes approximatives pour lesquelles il est difficile de récupérer les paramètres. Plusieurs approches, introduites récemment, utilisent la méthode

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6

Augustine-Ohwo, Odaro. "Estimating break points in linear models : a GMM approach." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html.

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In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts. It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations. This research proposes a method of estimating the location of break points in linear econometric models with

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7

Peterson, Kevin G. "Rolling moments and aerodynamic time scales for a model with a moving nose stagnation point." Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/12048.

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8

Smith, Nigel Stuart Allen. "Development of the conditional moment closure method for modelling turbulent combustion." Phd thesis, Department of Mechanical and Mechatronic Engineering, 1994. http://hdl.handle.net/2123/8917.

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Osypenko, Volodymyr, and Gregory Ivachnenko. "Algorithm for intelligent prediction of failure moments in computer systems." Thesis, Київський національний університет технологій та дизайну, 2021. https://er.knutd.edu.ua/handle/123456789/19177.

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Marmin, Arthur. "Rational models optimized exactly for solving signal processing problems." Electronic Thesis or Diss., université Paris-Saclay, 2020. http://www.theses.fr/2020UPASG017.

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Une vaste classe de problèmes d'optimisation non convexes est celle de l'optimisation rationnelle. Cette dernière apparaît naturellement dans de nombreux domaines tels que le traitement du signal ou le génie des procédés. Toutefois, trouver les optima globaux pour ces problèmes est difficile. Une approche récente, appelée la hiérarchie de Lasserre, fournit néanmoins une suite de problèmes convexes assurée de converger vers le minimum global. Cependant, cette approche représente un défi calculatoire du fait de la très grande dimension de ses relaxations. Dans cette thèse, nous abordons ce défi

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Libri sul tema "Moments Models"

1

Timmermann, Allan. Moments of Markov switching models. London School of Economics, Financial Markets Group, 1999.

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2

Lee, Myoung-jae. Methods of moments and semiparametric econometrics for limited dependent and variable models. Springer, 1996.

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3

Bourne, Phyllis. Heated moments. Harlequin Enterprises Limited, 2015.

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4

Bossaerts, Peter. "Method of moments tests of contingent claims asset pricing models". INSEAD, 1986.

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5

Jagannathan, Ravi. Empirical evaluation of asset pricing models: A comparison of the SDF and beta methods. National Bureau of Economic Research, 2001.

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6

Rubinstein, Robert. Formulation of a two-scale model of turbulence. Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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7

Rubinstein, Robert. Formulation of a two-scale model of turbulence. Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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8

Rubinstein, Robert. Formulation of a two-scale model of turbulence. Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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9

United States. National Aeronautics and Space Administration. Scientific and Technical Information Branch., ed. The use of moments of momentum to account for crystal habits. National Aeronautics and Space Administration, Scientific and Technical Information Branch, 1985.

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10

Lee, Myoung-jae. Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2550-6.

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Capitoli di libri sul tema "Moments Models"

1

Greiner, Walter, and Joachim A. Maruhn. "Electromagnetic Moments and Transitions." In Nuclear Models. Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-60970-1_5.

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2

Doukhan, Paul. "Moments and Cumulants." In Stochastic Models for Time Series. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-76938-7_12.

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3

Wolter, Katinka. "Moments of Completion Time Under Restart." In Stochastic Models for Fault Tolerance. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11257-7_4.

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4

Tibiletti, Luisa. "Higher-order Moments and Beyond." In Multi-moment Asset Allocation and Pricing Models. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201830.ch4.

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5

Pázman, Andrej. "Local approximations of probability densities and moments of estimators." In Nonlinear Statistical Models. Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-017-2450-0_7.

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6

Pusz, Jerzy. "Characterization of exponential distributions by conditional moments." In Stability Problems for Stochastic Models. Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/bfb0084490.

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7

Lee, Myoung-jae. "Nonlinear Models and Generalized Method of Moments." In Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models. Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2550-6_6.

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8

Zessin, Hans. "Moments of States over Nuclear LSF Spaces." In Stochastic Space—Time Models and Limit Theorems. Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-009-5390-1_14.

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9

Lee, Myoung-jae. "Methods of Moments for Single Linear Equation Models." In Micro-Econometrics. Springer New York, 2008. http://dx.doi.org/10.1007/b60971_1.

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10

Yamanaka, N. "Constraints on Supersymmetric Models from Electric Dipole Moments." In Springer Theses. Springer Japan, 2013. http://dx.doi.org/10.1007/978-4-431-54544-6_10.

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Atti di convegni sul tema "Moments Models"

1

Hu, Qisheng, Geonsik Moon, and Hwee Tou Ng. "From Moments to Milestones: Incremental Timeline Summarization Leveraging Large Language Models." In Proceedings of the 62nd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). Association for Computational Linguistics, 2024. http://dx.doi.org/10.18653/v1/2024.acl-long.390.

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2

Sabbah, Maxime, Raphael Dumas, Zoe Pomarat, et al. "Ground Reaction Forces and Moments Estimation from Embedded Insoles using Machine Learning Regression Models." In 2024 10th IEEE RAS/EMBS International Conference for Biomedical Robotics and Biomechatronics (BioRob). IEEE, 2024. http://dx.doi.org/10.1109/biorob60516.2024.10719958.

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3

Hoover, Christian, Hao Kang, Jinwei Shen, and Andrew Kreshock. "Proprotor Loads and Whirl-Flutter Stability of a Tiltrotor Wind Tunnel Model." In Vertical Flight Society 73rd Annual Forum & Technology Display. The Vertical Flight Society, 2017. http://dx.doi.org/10.4050/f-0073-2017-12055.

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This paper studies the blade loads and whirl-flutter stability of a three bladed stiff-inplane tiltrotor wind tunnel model mounted on the Wing and Rotor Aeroelastic Test System (WRATS). Proprotor loads are predicted and compared with the WRATS model at different pylon conversion angles. The tiltrotor whirl flutter stability is predicted and tested in airplane mode. The analytical models are developed with three rotorcraft codes: RCAS, CAMRAD II, and Dymore. The Dymore and RCAS models contain the structural model of the wing/pylon fixed system whereas the CAMRAD II model for this study uses an

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4

Winterstein, Steven R., and Cameron A. MacKenzie. "Extremes of Nonlinear Vibration: Models Based on Moments, L-Moments, and Maximum Entropy." In ASME 2011 30th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2011. http://dx.doi.org/10.1115/omae2011-49867.

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Nonlinear effects beset virtually all aspects of offshore structural loading and response. These nonlinearities cause non-Gaussian statistical effects, which are often most consequential in the extreme events—e.g., 100- to 10,000-year conditions—that govern structural reliability. Thus there is engineering interest in forming accurate non-Gaussian models of time-varying loads and responses, and calibrating them from the limited data at hand. We compare here a variety of non-Gaussian models. We first survey moment-based models; in particular, the 4-moment “Hermite” model, a cubic transformation

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5

Nordhausen, Klaus, Hannu Oja, and Esa Ollila. "Multivariate Models and the First Four Moments." In Nonparametric Statistics and Mixture Models - A Festschrift in Honor of Thomas P Hettmansperger. WORLD SCIENTIFIC, 2011. http://dx.doi.org/10.1142/9789814340564_0016.

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6

Briggs, Michael S., Geoffrey N. Pendleton, William S. Paciesas, et al. "GRB moments: HVNS models compared with BATSE observations." In High velocity neutron stars and gamma−ray bursts. AIP, 1996. http://dx.doi.org/10.1063/1.50253.

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7

Khusanbaev, Yakubjan, and Khamza Kudratov. "Inequalities for moments of branching processes in a varying environment." In INTERNATIONAL UZBEKISTAN-MALAYSIA CONFERENCE ON “COMPUTATIONAL MODELS AND TECHNOLOGIES (CMT2020)”: CMT2020. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0057838.

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8

Fomin, Oleksandr, and Vitaliy Pavlenko. "Construction of diagnostic features space using Volterra kernels moments." In 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR ). IEEE, 2015. http://dx.doi.org/10.1109/mmar.2015.7284019.

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Kuramoto, Wataru. "Nucleon Electric Dipole Moments in High Scale Supersymmetric Models." In 11th International Workshop Dark Side of the Universe 2015. Sissa Medialab, 2016. http://dx.doi.org/10.22323/1.268.0066.

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Briggs, Michael S., William S. Paciesas, Geoffrey N. Pendleton, et al. "Testing the dipole and quadrupole moments of galactic models." In Gamma-ray bursts: 3rd Huntsville symposium. AIP, 1996. http://dx.doi.org/10.1063/1.51555.

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Rapporti di organizzazioni sul tema "Moments Models"

1

Chen, Xiaohong, and Demian Pouzo. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. Institute for Fiscal Studies, 2008. http://dx.doi.org/10.1920/wp.cem.2008.1208.

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2

Duffie, Darrell, and Kenneth Singleton. Simulated Moments Estimation of Markov Models of Asset Prices. National Bureau of Economic Research, 1990. http://dx.doi.org/10.3386/t0087.

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3

García Rodríguez, Marta. The role of wage expectations in the labor market. Banco de España, 2025. https://doi.org/10.53479/38937.

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High volatility in the U.S. labor market, coupled with a low correlation between labor market variables and productivity, presents a challenge for traditional search and matching models. This paper develops a search and matching model with internally rational agents who hold subjective wage expectations. This approach significantly improves alignment with U.S. labor market data, outperforming the standard rational expectations model. The model’s wage expectations are consistent with data from European Commission professional forecasters, adding a dynamic source that enhances the model’s fit to

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4

Abowd, John, Bruno Crepon, Francis Kramarz, and Alain Trognon. A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/t0180.

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Clarke, Paul S., Tom M. Palmer, and Frank Windmeijer. Estimating structural mean models with multiple instrumental variables using the generalised method of moments. Institute for Fiscal Studies, 2011. http://dx.doi.org/10.1920/wp.cem.2011.2811.

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6

Neely, Christopher J. A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.010.

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7

Eisenhauer, Phillipp, James Heckman, and Stefano Mosso. Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20622.

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8

Robert Pincus. Accounting for Unresolved Spatial Variability in Large Scale Models: Development and Evaluation of a Statistical Cloud Parameterization with Prognostic Higher Order Moments. Office of Scientific and Technical Information (OSTI), 2011. http://dx.doi.org/10.2172/1013591.

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9

Pakes, Ariel. Alternative models for moment inequalities. Institute for Fiscal Studies, 2010. http://dx.doi.org/10.1920/wp.cem.2010.2110.

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10

Chernozhukov, Victor, Whitney K. Newey, and Andres Santos. Constrained conditional moment restriction models. Institute for Fiscal Studies, 2015. http://dx.doi.org/10.1920/wp.cem.2015.5915.

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