Exact(25)
Logical terms are assumed to have none.
Observational terms are assumed to have empirical content.
And all defined terms are assumed to be replaced by their definitions.
The unknown nonlinear interaction terms are assumed to be bounded by nonlinear functions with unknown parameters.
The unknown nonlinear interconnection terms are assumed to be bounded by some known functions of the outputs of the subsystems, multiplied by some unknown parameters.
The delays in discrete and distributed terms are assumed to be time-varying, which means that the lower and upper bounds can be derived.
Similar(34)
The error terms were assumed to be normally distributed.
No prior knowledge of the financial markets or financial terms is assumed or required.
The periodicity of the linear terms is assumed to be non-commensurate with the periodicity of forcing vector.
The joint distribution of the random terms was assumed to be multivariate normal, with means and (co variances defined as: u e ~ N 0 0, G 0 0 R (2).
Random slope and intercept terms were assumed to be normally distributed with mean of zero and a covariance structure to be estimated.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com