Examinando por Materia "IDENTIFICATION"

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    Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend
    (Hindawi Publishing Corporation, 2016-01-01) Marin Sanchez, Freddy H.; Gallego, Veronica M.; Universidad EAFIT. Escuela de Ciencias; Modelado Matemático
    This paper describes a procedure based on maximum likelihood technique in two phases for estimating the parameters in mean reversion processes when the long-term trend is defined by a continued deterministic function. Closed formulas for the estimators that depend on observations of discrete paths and an estimation of the expected value of the process are obtained in the first phase. In the second phase, a reestimation scheme is proposed when a priori knowledge exists of the long-term trend. Some experimental results using simulated data sets are graphically illustrated.
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    Ítem
    Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend
    (Hindawi Publishing Corporation, 2016-01-01) Marin Sanchez, Freddy H.; Gallego, Veronica M.; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)
    This paper describes a procedure based on maximum likelihood technique in two phases for estimating the parameters in mean reversion processes when the long-term trend is defined by a continued deterministic function. Closed formulas for the estimators that depend on observations of discrete paths and an estimation of the expected value of the process are obtained in the first phase. In the second phase, a reestimation scheme is proposed when a priori knowledge exists of the long-term trend. Some experimental results using simulated data sets are graphically illustrated.
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    Ítem
    Phylogeography of Tecia solanivora from Colombia Based on Cytochrome Oxydase I and Cytochrome b Mitochondrial Genes
    (Southwestern Entomological Society, 2015-12-01) Villanueva-Mejía, D.F.; Ramírez-Ríos, V.; Arango-Lsaza, R.E.; Saldamando-Benjumea, C.I.; Universidad EAFIT. Departamento de Ciencias; Ciencias Biológicas y Bioprocesos (CIBIOP)
    The Guatemalan potato moth, Tecia solanivora (Povolny) (Lepidoptera: Gelechiidae), is the most important insect pest of potato, Solanum tuberosum L., worldwide. Larvae attack tubers and are difficult to control. The insect has been characterized by microsatellites and the cytochrome b mitochondrial gene. However, the studies used populations from S. tuberosum and no data are available for populations on other species of potatoes. We used mitochondrial gene markers cytochrome oxydase I and cytochrome b to analyze phylogeography of T. solanivora from S. tuberosum and S. phureja from Antioquia, Boyaca, Narino, and Norte de Santander regions of Colombia, demonstrating the species was genetically structured and no genetic differentiation was found between the two hosts. The Tajima-Nei test showed the population from Boyaca where most potatoes are produced in Colombia was the only one with recent expansion. The divergence (expansion) time of T. solanivora populations from Boyaca occurred 180,000 years ago according to mismatch distribution analysis. Sequences of cytochrome b from Genbank from Canary Islands, Colombia, Costa Rica, Ecuador, Guatemala, and Venezuela showed T. solanivora genetically structured as reported elsewhere. Populations under recent expansion are from Colombia, Ecuador, and Venezuela according to the Tajima-Nei test. Mismatch distribution analysis showed divergence in Guatemala occurred 1.5 million years ago, followed by Costa Rica at 1.38 million years, and Venezuela, Ecuador, and Colombia 388,000 years ago. Results coincided with reports of invasion patterns of the species from Central to South America after the species originated in Guatemala.