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  • Search: person:"Heyde, C."
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Year of publication
Subject
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Probability theory 2 Risikomodell 2 Risk model 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Wahrscheinlichkeitsrechnung 2 Actuarial mathematics 1 Fractional Levy flights 1 Lebensversicherung 1 Life insurance 1 Markov chain 1 Markov-Kette 1 Markt- und Sozialforschung 1 Martingal 1 Martingale 1 Multifractal 1 Opportunity cost 1 Opportunitätskosten 1 Self-similar 1 Stochastische Kontrolltheorie 1 Versicherungsmathematik 1 Yield curve 1 Zensus 2021 1 Zinsstruktur 1 Ökonometrik Schätzung 1
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Online availability
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Undetermined 14
Type of publication
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Article 19 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Collection of articles of several authors 1 Sammelwerk 1 Working Paper 1
Language
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Undetermined 17 English 4 German 1
Author
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Heyde, C. C. 16 Heyde, C.C. 4 Gay, R. 2 Aalen, O. 1 Alam, Kh. 1 Barndorff-Nielsen, O. 1 Becker, N. G. 1 Burkholder, D. 1 Gani, Joseph Mark 1 Gay, Roger 1 Godambe, V. P. 1 Heckel, Christiane 1 Heyde, C. 1 Heyde, Christian von der 1 Huber, P. 1 Jagers, Peter 1 Kloeden, P. 1 Kou, S.G. 1 Kulkarni, P.M. 1 Leslie, J. R. 1 Loeb, P. 1 Ronning, G. 1 Schmidli, Hanspeter 1 Sly, Allan 1
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Institution
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Conference on Applied Probability and Time Series Analysis <1995, Athen> 1 University of California Santa Barbara 1
Published in...
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Stochastic Processes and their Applications 10 Athens Conference on Applied Probability and Time Series Analysis 1 Australian & New Zealand Journal of Statistics 1 Bulletin of the International Statistical Institute 1 International statistical review : a journal of the International Statistical Institute and its associations 1 Lecture notes in statistics 1 Metrika 1 Operations research 1 Operations research letters 1 Physica A: Statistical Mechanics and its Applications 1 Probability and Its Applications Ser 1 Probability and its applications 1 Statistics & Probability Letters 1 Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft 1 Working paper series : economics 1
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Source
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RePEc 14 ECONIS (ZBW) 7 OLC EcoSci 1
Showing 1 - 10 of 22
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Anmerkungen zum Zensus 2011 aus Sicht der Markt- und Sozialforschung
Heckel, Christiane; Heyde, Christian von der - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 9 (2015) 3/4, pp. 251-268
Persistent link: https://www.econbiz.de/10011438037
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A Cautionary note on modeling with fractional Lévy flights
Heyde, C.C.; Sly, Allan - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5024-5032
Temporal scaling and infinite variance are two stylized features often seen together in times series of complex systems. We find that because of their infinite moments samples from fractional Lévy flights produce bi-linear scaling functions which may be incorrectly attributed as evidence of...
Persistent link: https://www.econbiz.de/10010872527
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Stochastic Control in Insurance.
Schmidli, Hanspeter - 2008
Until now, solved examples of the application of stochastic control to actuarial problems could only be found in journals. Not any more: this is the first book to systematically present these methods in one volume.
Persistent link: https://www.econbiz.de/10012685068
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On the controversy over tailweight of distributions
Heyde, C.C.; Kou, S.G. - In: Operations research letters 32 (2004) 5, pp. 399-408
Persistent link: https://www.econbiz.de/10006817644
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Asymptotics and Criticality for a Correlated Bernoulli Process
Heyde, C.C. - In: Australian & New Zealand Journal of Statistics 46 (2004) 1, pp. 53-57
Persistent link: https://www.econbiz.de/10005177172
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Book reviews
Ronning, G.; Heyde, C.; Aalen, O.; Huber, P.; Loeb, P.; … - In: Metrika 45 (1997) 1, pp. 84-93
Persistent link: https://www.econbiz.de/10005756285
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Applied probability : in honor of J. M. Gani
Gani, Joseph Mark (contributor); Heyde, C. C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000981762
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A quasi-likelihood approach to the REML estimating equations
Heyde, C. C. - In: Statistics & Probability Letters 21 (1994) 5, pp. 381-384
Difficult derivations of estimating functions via maximum likelihood methods can be often avoided and the results obtained under more general conditions using quasi-likelihood methods. In this note we illustrate the principle via the derivation of the restricted (or residual) (REML) estimating...
Persistent link: https://www.econbiz.de/10005319137
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Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
Heyde, C. C.; Gay, R. - In: Stochastic Processes and their Applications 45 (1993) 1, pp. 169-182
In this paper we establish central limit theorems for the smoothed unbiased periodogram [integral operator][pi]-[pi]...[integral operator][pi]-[pi]g([omega],[theta]){I*T,X([omega])-EI*T,X([omega])}d[omega]1...d[omega]r, where {Xt} is a stationary r-dimensional random process or random field,...
Persistent link: https://www.econbiz.de/10008875454
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Opportunity cost structure and present value of random losses
Heyde, C. C.; Gay, Roger - 1992
Persistent link: https://www.econbiz.de/10000835310
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