Narrow search
Showing 1 - 10 of 12
Cover Image
Nonparametric estimation for Levy processes with a view towards mathematical finance
Figueroa-Lopez, Enrique; Houdré, Christian - 2004
Nonparametric methods for the estimation of the Levy density of a Levy process X are developed. Estimators that can be writtenin terms of the "jumps" of X are introduced, and so are discrete-data based approximations. A model selection approach made up oftwo steps is investigated. The first step...
Persistent link: https://www.econbiz.de/10009475806
Cover Image
Kreislaufwirtschaft im Baubereich : Steuerung zukünftiger Stoffströme am Beispiel von Gips
Arendt, Markus - 2001
distribution of the substances is described by the degree of dispersion, a newly introduced figure to describe the extension to … degrees of dispersion over all products in which this substance occur provides an efficient planning measure for the currently … imposed to a substainable recycling-fit construction of gypsum products with low degrees of dispersion and long lifetimes? How …
Persistent link: https://www.econbiz.de/10009476237
Cover Image
Semiparametric Inference
He, Zhi - 2010
develop a two step iterativeestimating algorithm for generalized linear model with nonparametric varying dispersion …
Persistent link: https://www.econbiz.de/10009477898
Cover Image
Essays on Asset Purchases and Sales: Theory and Empirical Evidence
YANG, LIU - 2006
This dissertation consists of a theory essay and an empirical essay that investigate a firm's decision to buy or sell corporate assets. It seeks to answer the following research questions: (1) why do firms choose to buy or sell assets? (2) what makes assets in an industry more likely to be...
Persistent link: https://www.econbiz.de/10009450620
Cover Image
Productivity Dispersion, Plant Size, and Market Structure
Bakhtiari, Sasan - 2008
industries. There is an attempt to identify sources of frictions that cause such productivity dispersion and negatively affect … and input size and studies its importance in shaping the relationship between productivity dispersion and the producer … creating the observed behavior. The US Census of Manufactures reveals significant productivity dispersion at any employment …
Persistent link: https://www.econbiz.de/10009450905
Cover Image
Formation and dispersion of expectations : an empirical analysis with special focus on inflation
Jonas Dovern - 2009
This thesis is a collection of papers that use survey data to analyze expectations about macroeconomic variables and the way these expectations are formed. Using a new approach for modeling forecast errors in a structural way, we show that most of the individual forecasts in the Consensus survey...
Persistent link: https://www.econbiz.de/10009429015
Cover Image
Dispersion in analysts' forecasts: does it make a difference?
Loudder, Martha L. (contributor) - 2003
Rees 2002).Another stream of research uses the forecast dispersion as a proxy for the uncertainty or the degree of … differently for high and low dispersion firms. …
Persistent link: https://www.econbiz.de/10009465202
Cover Image
Optimal Pricing for a Service Facility with Congestion Penalties
Maoui, Idriss - 2006
We consider the optimal pricing problem in a service facility in order to maximize its long-run average profit per unit time. We model the facility as a queueing process that may havefinite or infinite capacity. Customers are admitted into the system if it is not full and if they are willing to...
Persistent link: https://www.econbiz.de/10009475966
Cover Image
Decision Making with Uncertainty: Applications to Queueing Theory and Market Research.
Potoff, Matthew L. - 2009
In the first section, a firm with two servers must decide how to dynamically route arriving customers and allocate servers to two separate queues. The servers may work together or separately, and we provide insights into how the firm should optimally route customers and assign servers to queues....
Persistent link: https://www.econbiz.de/10009476546
Cover Image
Analysis of Make(Repair)-to-stock Queues with State-dependent Arrival Rates
Liang, William Kun - 2011
In this thesis, we study the repair shop scheduling problem(repair-to-stock) and the production/inventory system pricing and production scheduling problem(make-to-stock). For both types of problems, we compare the performance of different scheduling policies. For the make-to-stock type problem,...
Persistent link: https://www.econbiz.de/10009455393