The Case of Parameter Uncertainty
An implementation of rotor speed observer for sensorless induction motor drive in case of machine parameter uncertainty
... Abstract. The paper describes observers using model reference adaptive system for sensorless induction mo- tor drive with the pulse width modulator and the di- rect torque control under the circumstances of incor- rect ...
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Evaluation of Dutch election programs: The impact of parameter uncertainty
... on parameter uncertainty allows a very systematic ...that uncertainty can be characterized by a known probability ...the case of parameter uncertainty, a joint probability ...
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CiteSeerX — Parameter uncertainty; Calibration
... In Fig. 10, all ensemble members were forced with the same precipitation data, but the response of the various subroutines varied depending on the model parameters. So, assuming that the peak precipitation occurs on the ...
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Optimal hedging and parameter uncertainty
... of parameter misestimation can be highly destructive, calling into question whether optimal hedging really is an improvement over a BS-style hedge that does not rely on drift parameter ...drift ...
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Parameter uncertainty and residual estimation risk
... of parameter uncertainty on capital adequacy, for a given risk measure and capital estimation ...for parameter uncertainty and leading to a residual risk close to ...particular case of ...
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Parameter uncertainty and residual estimation risk
... of parameter uncertainty on capital adequacy, for a given risk measure and capital estimation ...for parameter uncertainty and leading to a residual risk close to ...particular case of ...
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Affine processes under parameter uncertainty
... with parameter uncertainty which we illustrate with a number of ...the case with jumps is left for future ...state-dependent parameter uncertainty and chose the simplest but still ...
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Parameter Uncertainty in Exponential Family Tail Estimation
... This indicates the potential desirability of bias correction in such a context. In reality such a homogenous portfolio of independent exposures will not exist, so that the diversification of estimation volatility will ...
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Multi-parameter uncertainty analysis of a bifurcation point
... each parameter range from P S5 into m = 4 equidistant ...5-D parameter space we hold constant three parameters in each ...each case to illustrate the results ...one parameter p i is linear (or ...
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Dynamic Incentive Contracts under Parameter Uncertainty
... about parameter uncertainty as a special case when the persistence becomes in…nite and where the initial value is unknown with a common prior attached to ...that case the unknown ...
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Dynamic Incentive Contracts Under Parameter Uncertainty
... We note, however, that the component 2 b 2 1;t represents the contribution of transi- tory wages, which means that increments to wages are more variable in the piece-rate case, more persistent under commitment. ...
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Optimal investment with inside information and parameter uncertainty
... information case without insider knowledge. The parameter uncertainty results in stock price inside information being more valuable than Brownian information, and perfect knowledge of the future ...
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Ground motion simulations for İzmir, Turkey: parameter uncertainty
... the case of the rupture velocity and rise time, Atkinson and Beresnev (2002), Causse et ...of parameter uncertainty also depends on the simulation ...
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Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty
... for parameter uncertainty yields more conservative asset al- locations than if one ignores this ...the case of the US investor chosen by Barberis (2000), we find that, for a cross-section of ...
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Predicting the Term Structure of Interest Rates: Incorporating parameter uncertainty, model uncertainty and macroeconomic information
... However, the affine models are never the best performing models for any maturity, which is a result also found by Diebold and Li (2006). Comparing our results to those of Diebold and Li (2006) makes sense, since that ...
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Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
... However, the affine models are never the best performing models for any maturity, which is a result also found by Diebold and Li (2006). Comparing our results to those of Diebold and Li (2006) makes sense, since that ...
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Asset Allocation with Aversion to Parameter Uncertainty: A Minimax Regression Approach
... the uncertainty in estimating the covariance matrix by its empirical counterpart is not negligible for high dimensional problem, that is when the asset universe is large (Chan et ...the case because when ...
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Modeling and estimating uncertainty in parameter estimation
... each case as M increases the probability distributions are converging in the Prohorov metric as guaranteed by the theory, while the discrete densities do not converge in any sense on Q = [0 ; ...
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Influence of parameter estimation uncertainty in Kriging: Part 2 Test and case study applications
... the case of yearly average precipitation estimation over the Veneto Region in ...of parameter estimation uncertainty on Kriging estimates and on their estimated error ...the parameter values ...
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Parameter estimation and uncertainty quantification for an epidemic model
... for parameter estimates based on the first n used data points, where p + 1 ≤ n used ≤ ...one parameter is fitted, the stan- dard error decreases rapidly at first, but its decrease slows significantly just ...
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