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Caporin, Massimiliano; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009725302

Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models

Eriksson, Bjorn; Pistorius, Martijn - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1139-1158

Persistent link: https://www.econbiz.de/10009407659

Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments

Gzyl, Henryk; Novi-Inverardi, Pier-Luigi; Tagliani, Aldo - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 457-463

Persistent link: https://www.econbiz.de/10010195910

Moment conditions for Almost Stochastic Dominance

Guo, Xu; Post, Thierry; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 124 (2014) 2, pp. 163-167

Persistent link: https://www.econbiz.de/10010493177

An entropy divergence, D-distribution and its selected application in multivariate financial time series

Jayakumar, G. S. David Sam; Sulthan, A.; Samuel, W. - In: International journal of financial services management … 11 (2021) 2, pp. 134-148

Persistent link: https://www.econbiz.de/10012940016

The Gamma Kumaraswamy-G family of distributions : theory, inference and applications

Arshad, Rana Muhammad Imran; Tahir, Muhammad Hussain; … - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 17-40

of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a …

Persistent link: https://www.econbiz.de/10012655729

Moments, shocks and spillovers in Markov switching VAR models

Dijk, Dick van; Kole, Erik - 2021

these analyses. We first derive first and second moments conditional on only a set of regime probabilities. Next, we propose … generalized impulse response functions of first and second moments to shocks originating from the regime process, the structural …

Persistent link: https://www.econbiz.de/10012621564

A new quasi Sujatha distribution

Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 53-71

distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …

Persistent link: https://www.econbiz.de/10012291640

Power size biased two-parameter Akash distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91

(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …

Persistent link: https://www.econbiz.de/10012291642

Transient analysis of a two-heterogeneous servers queue with system disaster, server repair and customers' impatience

Sudhesh, R.; Savitha, P.; Dharmaraja, Selvamuthu - In: Top : transactions in operations research 25 (2017) 1, pp. 179-205

Persistent link: https://www.econbiz.de/10011725425