Recent advances in the field of chemical process modelling have underscored the critical role of accurate parameter estimation and model optimisation. Robust models are essential to predict system ...

The Weibull distribution remains an indispensable tool in reliability engineering and lifetime analysis, offering flexibility for modelling diverse failure behaviours. Modern parameter estimation ...

Distributed electric drive technology has become an important trend because of its ability to enhance the dynamic performance of multi-axle heavy vehicle. This article presents a joint estimation of ...

We study the use of increments to estimate the fractal dimension of a twodimensional fractal Brownian surface observed on a regular grid. Linear filters are used to describe differencing of ...

Unfortunately, if you try to fit models of Form B or Form C without additional constraints, you cannot obtain unique estimates of the parameters. These models have four parameters (one coefficient and ...

This issue of The Journal of Risk contains papers that address parameter estimation uncertainty in two contexts: first in credit-risk modeling, and second with respect to portfolio optimization. It ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...