PDF

This category marks all the ICTP posts containing the pdf file of the paper/book.

Consistency issues in PDF methods

8 years ago

AbstractConcentrations of chemical species transported in random environments need to be statistically characterized by probability density functions (PDF). Solutions to evolution equations…

On a compound approximation operator of D.D. Stancu type

8 years ago

AbstractIn this note we consider a linear and positive compound approximation operator of D.D. Stancu type depending of several parameters.…

Rate of approximation for certain Durrmeyer operators

8 years ago

AbstractIn the present note, we study a certain Durrmeyer type integral modification of Bernstein polynomials. We investigate simultaneous approximation and…

Towards a filtered density function approach for reactive transport in groundwater

8 years ago

AbstractEvolution equations for probability density functions (PDFs) and filtered density functions (FDFs) of random species concentrations weighted by conserved scalars…

Influence of deterministic trend on the estimated parameters of GARCH(1,1) model

8 years ago

AbstractThe log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its…

Serial correlation of detrended time series

8 years ago

AbstractA preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If…

Building a Bridge from Moments to PDF’s: A new approach to finding PDF mixing models

8 years ago

AbstractProbability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They…

Numerical demodulation of a Gaussian white noise modulated in amplitude by a deterministic volatility

8 years ago

AbstractThe Gaussian white noise modulated in amplitude is defined as the product of a Gaussian white noise and a slowly…

Solution of a polylocal problem with a pseudospectral method

8 years ago

Abstract Consider the problem: $$y”(x) + f(x, y) = 0, \ \ x \in [0, 1], y(a) = \alpha, y(b)…

Intrinsic superstatistical components of financial time series

8 years ago

AbstractTime series generated by a complex hierarchical system exhibit various types of dynamics at different time scales. A financial time…

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