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NONPARAMETRIC ESTIMATION IN DOUBLY GEOMETRIC STOCHASTIC PROCESSES
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A stochastic process {Xk, k = 1, 2, ...} is a doubly geometric stochastic process if there exists the ratio (a > 0) and the positive function (h(k) > 0), so that {α 1 h-k }; k ak X k = 1, 2, ... is a generalization of a geometric stochastic process. This process is stochastically monotone and can be used to model a point process with multiple trends. In this paper, we use nonparametric methods to investigate statistical inference for doubly geometric stochastic processes. A graphical technique for determining whether a process is in agreement with a doubly geometric stochastic process is proposed. Further, we can estimate the parameters a, b, μ and σ2 of the doubly geometric stochastic process by using the least squares estimate for Xk and ln Xk, as well as the linear regression method, where μ and σ2 are the mean and variance of X1, respectively. A real-world example is used to demonstrate the process. Furthermore, the estimators' output is evaluated using a real-world example. © 2021 DAV College. All rights reserved.

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Publication Date
Sat Sep 10 2022
Journal Name
Pakistan Journal Of Statistics And Operation Research
Continuous wavelet estimation for multivariate fractional Brownian motion
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 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

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Publication Date
Fri Nov 01 2024
Journal Name
Baghdad Science Journal
Estimation of Copula Density Using the Wavelet Transform
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يقترح هذا البحث طريقة جديدة لتقدير دالة كثافة الرابطة باستخدام تحليل المويجات كطريقة لامعلمية، من أجل الحصول على نتائج أكثر دقة وخالية من مشكلة تاثيرات الحدود التي تعاني منها طرائق التقدير اللامعلمية. اذ تعد طريقة المويجات طريقة اوتماتيكية للتعامل مع تاثيرات الحدود وذلك لانها لا تأخذ بنظر الاعتبار إذا كانت السلسلة الزمنية مستقرة او غير مستقرة. ولتقدير دالة كثافة الرابطة تم استعمال المحاكاة لتوليد البي

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Publication Date
Wed Sep 01 2021
Journal Name
Journal Of Engineering
Estimation of Surface Runoff to Bahr AL-Najaf
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The estimation of the amounts of Surface runoff resulting from rainfall in the water basins is of great importance in water resources management. The study area (Bahr Al-Najaf) is located on the western edge of the plateau and the southwestern part of the city center of Najaf, with an area of 2729.4 (km2). The soil and water assessment tool (SWAT) with ArcGIS software was used to simulate the runoff coming from the three main valleys (Kharr (A and B)), Shoaib Al-Rahimawi, and Maleh), that contribute the flow to the study area. The results of the model showed that the SWAT software was successfully simulating the flow conditions based on the coefficient of determination (R2), the Nash coefficient (NS

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Publication Date
Wed Sep 15 2021
Journal Name
Al-academy
Processes directing the scenographic space in the Iraqi theatrical show Shakespeare texts as a model: فرحان عمران موسى - سماء محي عطية محمد
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The operative system of theatrical performance depends on the construction of the scenographic space, as it constitutes the most aesthetic effect of the recipient, and the body of the theatrical discourse that contains the signs of the show, and it comes as an embodiment of the directing vision of the show director, so most of the world directors resorted to attention to the output treatment to establish the scenographic space, and thus it possesses a contrast in The embodiment of the directing vision according to the stylistic and hermeneutical dimension of the director, so the two researchers found the importance of studying the topic, and the study came under the title (Directing Treatments of the Scenographic Space in the Iraqi Theat

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Publication Date
Sun Mar 01 2009
Journal Name
Journal Of Economics And Administrative Sciences
Simulation of five methods for parameter estimation and functionExponential distribution reliability
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The estimation process is one of the pillars of the statistical inference process as well as the hypothesis test, and the assessment is based on the collection of information and conclusions about the teacher or the community's teachers on the basis of the result
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Publication Date
Sun Aug 30 2020
Journal Name
Periodicals Of Engineering And Natural Sciences (pen)
Kernel estimation of returns of retirement funds of employers based on monetary earnings (subscriptions and compensation) via regression discontinuity in Iraq
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Regression Discontinuity (RD) means a study that exposes a definite group to the effect of a treatment. The uniqueness of this design lies in classifying the study population into two groups based on a specific threshold limit or regression point, and this point is determined in advance according to the terms of the study and its requirements. Thus , thinking was focused on finding a solution to the issue of workers retirement and trying to propose a scenario to attract the idea of granting an end-of-service reward to fill the gap ( discontinuity point) if it had not been granted. The regression discontinuity method has been used to study and to estimate the effect of the end -service reward on the cutoff of insured workers as well as t

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Publication Date
Sun Feb 28 2021
Journal Name
Journal Of Economics And Administrative Sciences
Using jack knife to estimation logistic regression model for Breast cancer disease
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It is considered as one of the statistical methods used to describe and estimate the relationship between randomness (Y) and explanatory variables (X). The second is the homogeneity of the variance, in which the dependent variable is a binary response takes two values  (One when a specific event occurred and zero when that event did not happen) such as (injured and uninjured, married and unmarried) and that a large number of explanatory variables led to the emergence of the problem of linear multiplicity that makes the estimates inaccurate, and the method of greatest possibility and the method of declination of the letter was used in estimating A double-response logistic regression model by adopting the Jackna

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Publication Date
Sun Feb 28 2021
Journal Name
Journal Of Economics And Administrative Sciences
Using jack knife to estimation logistic regression model for Breast cancer disease
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It is considered as one of the statistical methods used to describe and estimate the relationship between randomness (Y) and explanatory variables (X). The second is the homogeneity of the variance, in which the dependent variable is a binary response takes two values  (One when a specific event occurred and zero when that event did not happen) such as (injured and uninjured, married and unmarried) and that a large number of explanatory variables led to the emergence of the problem of linear multiplicity that makes the estimates inaccurate, and the method of greatest possibility and the method of declination of the letter was used in estimating A double-response logistic regression model by adopting the Jackna

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Crossref
Publication Date
Wed Jan 01 2020
Journal Name
Aip Conf. Proc.
Removal of chromium ions from a real wastewater of leather industry using electrocoagulation and reverse osmosis processes
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This study focused on treatment of real wastewater rejected from leather industry in Al-Nahrawan city in Iraq by Electrocoagulation (EC) process followed by Reverse Osmosis (RO) process. The successive treatment was applied due to high concentration of Cr3+ ions (about 1600 ppm) rejected in wastewater of this industry and for applying EC with moderate power consumption and better results of produced water. In Electrocoagulation process (EC), the effect of NaCl concentration (1.5, 3 g/l), current density (C.D.) (15-25 mA/cm2), electrolysis time (1-2 h), and distance between electrodes (E.D.) (1-2 cm) were examined in a batch cell by implementing Taguchi experimental design. According to the results obtained from multiple regression and signa

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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison Between Maximum Likelihood Method And Bayesian Method For Estimating Some Non-Homogeneous Poisson Processes Models
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Abstract

The Non - Homogeneous Poisson  process is considered  as one of the statistical subjects which had an importance in other sciences and a large application in different areas as waiting raws and rectifiable systems method , computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).

This research deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process , This research carried out two models of the Non - Homogeneous Poisson process which are the power law model , and Musa –okumto ,   to estimate th

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