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Showing 2017Show all
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math.ST2017★ 2 cited
Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2DARMA models
Tomohiro Hayase
We introduce a new method to qualify the goodness of fit parameter estimation of compound Wishart models. Our method based on the free deterministic equivalent Z-score, which we in…
math.AP2017
On Existence and Uniqueness of Viscosity Solutions for Second Order Fully Nonlinear PDEs with Caputo time fractional derivatives
Tokinaga Namba
Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity so…