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Natthachet Tangdamrongsub, Jianzhi Dong and Peter Shellito
Multivariate data assimilation (DA) of satellite soil moisture (SM) and terrestrial water storage (TWS) observations has recently been used to improve SM and groundwater storage (GWS) simulations. Previous studies employed the ensemble Kalman approach in...
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Oleg Rudenko,Oleksandr Bezsonov,Oleh Lebediev,Valentyn Lebediev,Kiril Oliinyk
Pág. 37 - 46
This paper addresses the task of identifying the parameters of a linear object in the presence of non-Gaussian interference. The identification algorithm is a gradient procedure for minimizing the combined functional. The combined functional, in turn, co...
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Omar Abbara,Mauricio Zevallos
Pág. 22 - 32
The paper assesses the method proposed by Shumway and Stoffer (2006, Chapter 6, Section 10) to estimate the parameters and volatility of stochastic volatility models. First, the paper presents a Monte Carlo evaluation of the parameter estimates consideri...
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