Search results for "Diagonal"
showing 4 items of 124 documents
Vídeos Facilitación neuromuscular propioceptiva: diagonal miembro superior flexión-aducción-rotación externa / extensión-abducción-rotación interna
2021
Vídeos Facilitación neuromuscular propioceptiva: diagonal miembro superior flexión-aducción-rotación externa / extensión-abducción-rotación interna
Vídeos Facilitación neuromuscular propioceptiva: diagonal miembro superior flexión-abducción-rotación externa / extensión-aducción-rotación interna
2021
Vídeos Facilitación neuromuscular propioceptiva: diagonal miembro superior flexión-abducción-rotación externa / extensión-aducción-rotación interna
Model selection using limiting distributions of second-order blind source separation algorithms
2015
Signals, recorded over time, are often observed as mixtures of multiple source signals. To extract relevant information from such measurements one needs to determine the mixing coefficients. In case of weakly stationary time series with uncorrelated source signals, this separation can be achieved by jointly diagonalizing sample autocovariances at different lags, and several algorithms address this task. Often the mixing estimates contain close-to-zero entries and one wants to decide whether the corresponding source signals have a relevant impact on the observations or not. To address this question of model selection we consider the recently published second-order blind identification proced…
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…