Models with Time-Varying Mean and Variance: A Robust Analysis of U.S. Industrial Production

Robust Analysis for Premium-Reserve Models in a Stochastic Nonlinear Discrete-Time Varying Framework

SSRN Electronic Journal ◽

10.2139/ssrn.3221505 ◽

2018 ◽

Author(s):

Rong Li ◽

Athanasios A. Pantelous ◽

Lin Yang

Keyword(s):

Discrete Time ◽

Time Varying ◽

Robust Analysis

Download Full-text

Remaining Useful Life Estimation for Systems with Time-varying Mean and Variance of Degradation Processes

Quality and Reliability Engineering International ◽

10.1002/qre.1705 ◽

2014 ◽

Vol 30 (6) ◽

pp. 829-841 ◽

Cited By ~ 10

Author(s):

Jian-xun Zhang ◽

Chang-hua Hu ◽

Xiao-sheng Si ◽

Zhi-jie Zhou ◽

Dang-bo Du

Keyword(s):

Remaining Useful Life ◽

Time Varying ◽

Life Estimation ◽

Degradation Processes ◽

Mean And Variance ◽

Useful Life

Download Full-text

LPV modeling and LFT Uncertainty Identification for Robust Analysis: application to the VEGA Launcher during Atmospheric Phase**This work was funded by ESA-ESTEC Contract No. 4000111052/14/NL/GLC/al within the project ”Analytic Stochastic Time Varying Mu Analysis for the VEGA GNC”.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.11.123 ◽

2015 ◽

Vol 48 (26) ◽

pp. 115-120 ◽

Cited By ~ 4

Author(s):

Andres Marcos ◽

Samir Bennani ◽

Christophe Roux ◽

Monica Valli

Keyword(s):

Time Varying ◽

Robust Analysis ◽

Analysis Application ◽

Stochastic Time

Download Full-text

The dynamics of U.S. industrial production: A time-varying Granger causality perspective

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.10.012 ◽

2021 ◽

Author(s):

Christopher F Baum ◽

Stan Hurn ◽

Jesús Otero

Keyword(s):

Granger Causality ◽

Industrial Production ◽

Time Varying

Download Full-text

Robust Analysis of Networked Control Systems with Time-Varying Delays

IFAC Proceedings Volumes ◽

10.3182/20120620-3-dk-2025.00132 ◽

2012 ◽

Vol 45 (13) ◽

pp. 75-78 ◽

Cited By ~ 2

Author(s):

Bidyadhar Subudhi ◽

Sathyam Bonala ◽

Sandip Ghosh ◽

Rajeeb Dey

Keyword(s):

Control Systems ◽

Networked Control Systems ◽

Networked Control ◽

Time Varying ◽

Robust Analysis

Download Full-text

Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market

International Journal of Finance & Economics ◽

10.1002/ijfe.1589 ◽

2017 ◽

Vol 22 (4) ◽

pp. 304-318 ◽

Cited By ~ 1

Author(s):

Steve Cook ◽

Duncan Watson

Keyword(s):

Housing Market ◽

Robust Analysis ◽

Time Deformation ◽

Mean And Variance ◽

Variance Equation

Download Full-text

Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance

Computational Economics ◽

10.1007/s10614-020-10014-4 ◽

2020 ◽

Author(s):

Daiki Maki ◽

Yasushi Ota

Keyword(s):

Time Varying ◽

Conditional Mean ◽

Mean And Variance

Download Full-text

Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.112592 ◽

2020 ◽

Vol 368 ◽

pp. 112592 ◽

Cited By ~ 1

Author(s):

Rong Li ◽

Athanasios A. Pantelous ◽

Lin Yang

Keyword(s):

Discrete Time ◽

Time Varying ◽

Robust Analysis

Download Full-text

Robust analysis and synthesis of linear time-delay systems with norm-bounded time-varying uncertainty

Systems & Control Letters ◽

10.1016/0167-6911(96)00039-4 ◽

1996 ◽

Vol 28 (5) ◽

pp. 281-289 ◽

Cited By ~ 7

Author(s):

Lisong Yuan

Keyword(s):

Time Delay ◽

Linear Time ◽

Delay Systems ◽

Time Varying ◽

Time Delay Systems ◽

Robust Analysis ◽

Analysis And Synthesis

Download Full-text

Mean-square asymptotical synchronization control and robust analysis of discrete-time neural networks with time-varying delay

Automatika ◽

10.1080/00051144.2018.1552651 ◽

2018 ◽

Vol 59 (3-4) ◽

pp. 382-390 ◽

Cited By ~ 1

Author(s):

De-hui Lin ◽

Jun Wu ◽

Yang Zhu ◽

Jian-ping Cai ◽

Jian-ning Li

Keyword(s):

Neural Networks ◽

Discrete Time ◽

Synchronization Control ◽

Time Varying ◽

Mean Square ◽

Robust Analysis ◽

Time Varying Delay ◽

Varying Delay

Download Full-text