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In this paper, the coverage performance in Heterogeneous Networks (HetNet) with n-interacted transmission nodes is being analyzed statistically. With HetNets a significant improvement in throughput is expected, but one major drawback in the successful commercial implementation of HetNets is...
Persistent link: https://www.econbiz.de/10012045966
For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation (X;X)t is constructed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework, which reveals an interesting connection to the theory...
Persistent link: https://www.econbiz.de/10010427062
Persistent link: https://www.econbiz.de/10011442670
For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation (X;X)t is constructed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework, which reveals an interesting connection to the theory...
Persistent link: https://www.econbiz.de/10010412417
Persistent link: https://www.econbiz.de/10012653206
For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation hX;Xit is con- structed based on observations in the vicinity of Xt. The problem is embedded in a Poisson point process framework, which reveals an interesting connection to the...
Persistent link: https://www.econbiz.de/10010929780
Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-share total return index (ALSTRI) and the...
Persistent link: https://www.econbiz.de/10014484249
Persistent link: https://www.econbiz.de/10005169308
Persistent link: https://www.econbiz.de/10005184595
Using the Poisson point process we model how the SiPM works and derive the non-linear response formula of the SiPM. Using this non-linear response formula we are able to capture the mean and variance saturation phenomena near the infinity and the linear behavior of the mean and variance near 0.
Persistent link: https://www.econbiz.de/10010665609