Zhou, Ke Pricing exchange options under hybrid stochastic volatility and interest rate models. (English) Zbl 07958806 J. Comput. Appl. Math. 457, Article ID 116261, 16 p. (2025). MSC: 91Gxx 91Bxx 60Jxx × Cite Format Result Cite Review PDF Full Text: DOI
Börner, Christoph J.; Hoffmann, Ingo; Stiebel, John H. On the connection between temperature and volatility in ideal agent systems. (English) Zbl 07919342 J. Stat. Mech. Theory Exp. 2023, No. 10, Article ID 103401, 8 p. (2023). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Velásquez-Gaviria, Daniel; Mora-Valencia, Andrés; Perote, Javier Asymptotic expansions for market risk assessment: evidence in energy and commodity indices. (English) Zbl 07910582 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 123-142 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Bera, Anil K.; Koley, Malabika A history of the delta method and some new results. (English) Zbl 07761604 Sankhyā, Ser. B 85, No. 2, 272-306 (2023). MSC: 62E20 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Bavaud, François Exact first moments of the RV coefficient by invariant orthogonal integration. (English) Zbl 07740038 J. Multivariate Anal. 198, Article ID 105227, 14 p. (2023). MSC: 62Hxx 62H15 62H20 62G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deville, Yannick; Deville, Alain Exploiting the higher-order statistics of random-coefficient pure states for quantum information processing. (English) Zbl 1542.81117 Quantum Inf. Process. 22, No. 5, Paper No. 216, 28 p. (2023). MSC: 81P45 81P68 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Di Nardo, Elvira; D’Onofrio, Giuseppe; Martini, Tommaso Approximating the first passage time density from data using generalized Laguerre polynomials. (English) Zbl 1505.60002 Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 106991, 17 p. (2023). MSC: 60-08 60G07 60J60 62E17 62M05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shi, Chao Asymptotic analysis of the Heston model and its statistical and financial applications. (English) Zbl 07888961 Appl. Stoch. Models Bus. Ind. 38, No. 6, 1049-1060 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Malá, Ivana; Sládek, Václav; Habarta, Filip Comparison of estimates using L- and TL- moments and other robust characteristics of distributional shape and tail heaviness. (English) Zbl 1518.60018 REVSTAT 20, No. 5, 529-546 (2022). MSC: 60E05 62E10 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Karimi, Ahmad; Moosbrugger, Marcel; Stankovič, Miroslav; Kovács, Laura; Bartocci, Ezio; Bura, Efstathia Distribution estimation for probabilistic loops. (English) Zbl 1522.68132 Ábrahám, Erika (ed.) et al., Quantitative evaluation of systems. 19th international conference, QEST 2022, Warsaw, Poland, September 12–16, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13479, 26-42 (2022). MSC: 68N19 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liao, Baopeng; Zhao, Rui; Yu, Kaiping; Liu, Chaoran Stochastic model updating method for estimates of arbitrary distributed parameters using resampling technique. (English) Zbl 1505.74201 Appl. Math. Modelling 105, 387-405 (2022). MSC: 74S05 62H12 60F99 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xingchun Valuing fade-in options with default risk in Heston-Nandi GARCH models. (English) Zbl 1495.91125 Rev. Deriv. Res. 25, No. 1, 1-22 (2022). MSC: 91G20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Bingham, N. H.; Krzanowski, W. J. Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century. (English) Zbl 1501.01006 Br. J. Hist. Math. 37, No. 1, 43-63 (2022). Reviewer: Franz Lemmermeyer (Jagstzell) MSC: 01A60 62-03 × Cite Format Result Cite Review PDF Full Text: DOI Link
Qin, Xinyan; Yu, Jiao; Gui, Wenhao Goodness-of-fit test for exponentiality based on spacings for general progressive type-II censored data. (English) Zbl 07549079 J. Appl. Stat. 49, No. 3, 599-620 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Venter, Pierre J.; Maré, Eben Pricing collateralised options in the presence of counterparty credit risk: an extension of the Heston-Nandi model. (English) Zbl 1499.62393 S. Afr. Stat. J. 56, No. 1, 37-51 (2022). MSC: 62P05 91G20 91G40 × Cite Format Result Cite Review PDF Full Text: DOI
Xia, Yifan; Zhang, Ling; Li, Iris L. Multidimensional economic dispersion index and application. (English) Zbl 1547.62955 J. Bus. Econ. Stat. 39, No. 3, 729-740 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Lanne, Markku; Luoto, Jani GMM estimation of non-Gaussian structural vector autoregression. (English) Zbl 1547.62808 J. Bus. Econ. Stat. 39, No. 1, 69-81 (2021). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Manzan, Sebastiano Are professional forecasters Bayesian? (English) Zbl 1478.62010 J. Econ. Dyn. Control 123, Article ID 104045, 23 p. (2021). MSC: 62A01 62C10 62M20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zheng, Jiasen; Zhu, Lixing Determining the number of canonical correlation pairs for high-dimensional vectors. (English) Zbl 1469.62272 Ann. Inst. Stat. Math. 73, No. 4, 737-756 (2021). MSC: 62H12 62H20 62J07 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Liang, Gechun; Wang, Xingchun Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes. (English) Zbl 1467.91201 Rev. Deriv. Res. 24, No. 1, 1-30 (2021). MSC: 91G40 91G20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sharma, R.; Sharma, A.; Saini, R. A note on variance bounds and location of eigenvalues. (English) Zbl 1468.30005 J. Math. Inequal. 15, No. 1, 67-80 (2021). MSC: 30A10 15A42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fiorentini, Gabriele; Sentana, Enrique New testing approaches for mean-variance predictability. (English) Zbl 1471.62494 J. Econom. 222, No. 1, Part B, 516-538 (2021). MSC: 62P05 62F03 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Scher, Vinícius T.; Cribari-Neto, Francisco; Pumi, Guilherme; Bayer, Fábio M. Goodness-of-fit tests for \(\beta\)ARMA hydrological time series modeling. (English) Zbl 1545.62926 Environmetrics 31, No. 3, Article ID e2607, 19 p. (2020). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Pant, Mohan D. The \(t\)-transformed power method distributions for simulating univariate and multivariate non-normal distributions. (English) Zbl 07552627 Commun. Stat., Simulation Comput. 49, No. 4, 825-846 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xingchun; Xu, Guangli; Li, Dan A closed-form GARCH valuation model for power exchange options with counterparty risk. (English) Zbl 1443.91302 Probab. Eng. Inf. Sci. 34, No. 2, 279-296 (2020). MSC: 91G20 91G45 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Hongwei; Yi, Gan; Qi, Jianmin; Zhang, Zhenjie A method for solving reliability of route travel time. (English) Zbl 1442.90016 J. Funct. Spaces 2020, Article ID 7867698, 5 p. (2020). MSC: 90B06 90B25 90B10 × Cite Format Result Cite Review PDF Full Text: DOI
Jarjour, Riad; Chan, Kung-Sik Dynamic conditional angular correlation. (English) Zbl 1456.62196 J. Econom. 216, No. 1, 137-150 (2020). MSC: 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Fisher, Thomas J.; Robbins, Michael W. A cheap trick to improve the power of a conservative hypothesis test. (English) Zbl 07588150 Am. Stat. 73, No. 3, 232-242 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Guanying; Wang, Xingchun Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity. (English) Zbl 07566386 Physica A 526, Article ID 120809, 12 p. (2019). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI
Popkov, Yu. S.; Popkov, A. Yu. Cross-entropy optimal dimensionality reduction with a condition on information capacity. (English. Russian original) Zbl 1434.94041 Dokl. Math. 100, No. 2, 420-422 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 488, No. 1, 21-23 (2019). MSC: 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Letac, Gérard Cumulative distribution functions for the five simplest natural exponential families. (English) Zbl 1433.62053 Metrika 82, No. 8, 891-902 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E15 60E05 62E10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit Lévy CARMA models for shocks in mortality. (English) Zbl 1426.91222 Decis. Econ. Finance 42, No. 1, 205-227 (2019). MSC: 91G05 60G51 × Cite Format Result Cite Review PDF Full Text: DOI
Behseta, Sam [Kass, Robert E.] A conversation with Robert E. Kass. (English) Zbl 1420.62007 Stat. Sci. 34, No. 2, 334-348 (2019). MSC: 62-03 01A70 62C10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Mencía, Javier; Sentana, Enrique Volatility-related exchange traded assets: an econometric investigation. (English) Zbl 1547.62857 J. Bus. Econ. Stat. 36, No. 4, 599-614 (2018). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Jondeau, Eric; Jurczenko, Emmanuel; Rockinger, Michael Moment component analysis: an illustration with international stock markets. (English) Zbl 1547.62778 J. Bus. Econ. Stat. 36, No. 4, 576-598 (2018). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Singh, Poonam; Singh, Rajesh; Bouza, Carlos N. Effect of measurement error and non-response on estimation of population mean. (English) Zbl 1476.62033 Rev. Invest. Oper. 39, No. 1, 108-120 (2018). MSC: 62D05 62D10 × Cite Format Result Cite Review PDF Full Text: Link
Simar, Léopold; Zelenyuk, Valentin Central limit theorems for aggregate efficiency. (English) Zbl 1457.91211 Oper. Res. 66, No. 1, 137-149 (2018). MSC: 91B38 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Joe, Harry Parsimonious graphical dependence models constructed from vines. (English. French summary) Zbl 1492.62108 Can. J. Stat. 46, No. 4, 532-555 (2018). MSC: 62H22 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xingchun; Su, Zhiwei; Xu, Guangli The valuation of executive stock options under GARCH models. (English) Zbl 1426.91281 Probab. Eng. Inf. Sci. 32, No. 3, 409-433 (2018). MSC: 91G20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xingchun Pricing vulnerable European options with stochastic correlation. (English) Zbl 1419.91630 Probab. Eng. Inf. Sci. 32, No. 1, 67-95 (2018). MSC: 91G20 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Chaoqun; Yue, Shengjie; Ren, Yishuai Pricing vulnerable European options under Lévy process with stochastic volatility. (English) Zbl 1422.91714 Discrete Dyn. Nat. Soc. 2018, Article ID 3402703, 16 p. (2018). MSC: 91G20 60G51 91G40 91G60 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Joe, Harry Dependence properties of conditional distributions of some copula models. (English) Zbl 1402.60025 Methodol. Comput. Appl. Probab. 20, No. 3, 975-1001 (2018). MSC: 60E15 60E05 62H05 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Sansivieri, Valentina; Wiberg, Marie; Matteucci, Mariagiulia A review of test equating methods with a special focus on IRT-based approaches. (English) Zbl 1473.62383 Statistica 77, No. 4, 329-352 (2017). MSC: 62P15 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Yuhui; Hanson, Timothy Copula regression models for discrete and mixed bivariate responses. (English) Zbl 1425.62075 J. Stat. Theory Pract. 11, No. 4, 515-530 (2017). MSC: 62H05 62J12 62P25 × Cite Format Result Cite Review PDF Full Text: DOI
Oosterhuis, Hannah E. M.; van der Ark, L. Andries; Sijtsma, Klaas Standard errors and confidence intervals of norm statistics for educational and psychological tests. (English) Zbl 1402.62324 Psychometrika 82, No. 3, 559-588 (2017). MSC: 62P15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Xingchun Analytical valuation of vulnerable options in a discrete-time framework. (English) Zbl 1414.91393 Probab. Eng. Inf. Sci. 31, No. 1, 100-120 (2017). MSC: 91G20 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Butler, Ken; Stephens, Michael A. The distribution of a sum of independent binomial random variables. (English) Zbl 1422.62075 Methodol. Comput. Appl. Probab. 19, No. 2, 557-571 (2017). MSC: 62E17 60K10 90B25 62N02 × Cite Format Result Cite Review PDF Full Text: DOI
Usevich, Konstantin; Markovsky, Ivan Variable projection methods for approximate (greatest) common divisor computations. (English) Zbl 1375.65062 Theor. Comput. Sci. 681, 176-198 (2017). MSC: 65F30 11A05 11C20 65F20 15B05 65Y20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lv, Xiaofeng; Zhang, Gupeng; Ren, Guangyu Gini index estimation for lifetime data. (English) Zbl 1383.62218 Lifetime Data Anal. 23, No. 2, 275-304 (2017). MSC: 62N02 62E20 62N01 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Gigliarano, Chiara; Basellini, Ugofilippo; Bonetti, Marco Longevity and concentration in survival times: the log-scale-location family of failure time models. (English) Zbl 1383.62332 Lifetime Data Anal. 23, No. 2, 254-274 (2017). MSC: 62P25 62N02 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Thompson, John R.; Minelli, Cosetta; Del Greco M., Fabiola Mendelian randomization using public data from genetic consortia. (English) Zbl 07938676 Int. J. Biostat. 12, No. 2, Article ID 20150074, 11 p. (2016). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Lamichhane, Rajan; Singh, Sarjinder Estimation of mode using two-phase sampling. (English) Zbl 1419.62021 Commun. Stat., Simulation Comput. 45, No. 7, 2586-2597 (2016). MSC: 62D05 62K05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Usevich, Konstantin; Markovsky, Ivan Adjusted least squares fitting of algebraic hypersurfaces. (English) Zbl 1386.65082 Linear Algebra Appl. 502, 243-274 (2016). MSC: 65D10 15A22 62H12 65F15 68U05 13P25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Miao, Jie; Yang, Xu Pricing model for convertible bonds: a mixed fractional Brownian motion with jumps. (English) Zbl 1398.91610 East Asian J. Appl. Math. 5, No. 3, 222-237 (2015). MSC: 91G20 91G60 60J75 60G22 × Cite Format Result Cite Review PDF Full Text: DOI Link
Verrill, Steve P.; Evans, James W.; Kretschmann, David E.; Hatfield, Cherilyn A. Asymptotically efficient estimation of a bivariate Gaussian-Weibull distribution and an introduction to the associated pseudo-truncated Weibull. (English) Zbl 1334.62231 Commun. Stat., Theory Methods 44, No. 14, 2957-2975 (2015). MSC: 62P30 62N05 62N02 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Iacus, Stefano M.; Mercuri, Lorenzo Implementation of Lévy CARMA model in yuima package. (English) Zbl 1329.65031 Comput. Stat. 30, No. 4, 1111-1141 (2015). MSC: 62-08 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Weng, Ruby C. Expansions for multivariate densities. (English) Zbl 1326.62034 J. Stat. Plann. Inference 167, 174-181 (2015). MSC: 62E17 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Bogachev, Leonid V. Unified derivation of the limit shape for multiplicative ensembles of random integer partitions with equiweighted parts. (English) Zbl 1322.05017 Random Struct. Algorithms 47, No. 2, 227-266 (2015). MSC: 05A17 05A15 60C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zaikin, A. A. Defect of the size of nonrandomized test and randomization effect on decreasing of the necessary sample size in testing the Bernoulli success probability. (English) Zbl 1341.62066 Theory Probab. Appl. 59, No. 3, 466-480 (2015); translation from Teor. Veroyatn. Primen. 59, No. 3, 417–435 (2015). MSC: 62F03 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Datta, Jyotishka; Ghosh, Jayanta K. Bootstrap – an exploration. (English) Zbl 1486.62124 Stat. Methodol. 20, 63-72 (2014). MSC: 62G09 62F40 62G05 62H12 62H15 62-02 × Cite Format Result Cite Review PDF Full Text: DOI
Cerone, Pietro On the approximation and bounds of the Gini mean difference. (English) Zbl 1355.60020 Milovanović, Gradimir V. (ed.) et al., Analytic number theory, approximation theory, and special functions. In honor of Hari M. Srivastava. New York, NY: Springer (ISBN 978-1-4939-0257-6/hbk; 978-1-4939-0258-3/ebook). 495-516 (2014). Reviewer: Fraser Daly (Edinburgh) MSC: 60E05 26D15 × Cite Format Result Cite Review PDF Full Text: DOI
Bogachev, Leonid V. Limit shape of random convex polygonal lines: even more universality. (English) Zbl 1305.52011 J. Comb. Theory, Ser. A 127, 353-399 (2014). Reviewer: Viktor Ohanyan (Erevan) MSC: 52A22 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sedory, Stephen A.; Singh, Sarjinder Estimation of mode using auxiliary information. (English) Zbl 1458.62041 Commun. Stat., Simulation Comput. 43, No. 10, 2390-2402 (2014). MSC: 62D05 62G30 × Cite Format Result Cite Review PDF Full Text: DOI
Gigliarano, Chiara; Muliere, Pietro Estimating the Lorenz curve and Gini index with right censored data: a Pólya tree approach. (English) Zbl 1302.62083 Metron 71, No. 2, 105-122 (2013). MSC: 62G07 62F15 62N02 62P20 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Pant, Mohan D.; Headrick, Todd C. A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations. (English) Zbl 1302.60034 ISRN Appl. Math. 2013, Article ID 191604, 14 p. (2013). MSC: 60E05 44A60 × Cite Format Result Cite Review PDF Full Text: DOI
von Davier, Alina A. Observed-score equating: an overview. (English) Zbl 1288.62194 Psychometrika 78, No. 4, 605-623 (2013). MSC: 62P15 × Cite Format Result Cite Review PDF Full Text: DOI
Gurov, S. I. Estimation of the reliability of a classification algorithm as based on a new information model. (English. Russian original) Zbl 1299.62050 Zh. Vychisl. Mat. Mat. Fiz. 53, No. 5, 808-815 (2013); translation in Comput. Math. Math. Phys. 53, No. 5, 640-646 (2013). MSC: 62H30 68T10 × Cite Format Result Cite Review PDF Full Text: DOI
Kostal, Lubomir; Lansky, Petr; Pokora, Ondrej Measures of statistical dispersion based on Shannon and Fisher information concepts. (English) Zbl 1284.62080 Inf. Sci. 235, 214-223 (2013). MSC: 62B10 × Cite Format Result Cite Review PDF Full Text: DOI
Aristondo, Oihana; García-Lapresta, José Luis; Lasso de la Vega, Casilda; Marques Pereira, Ricardo Alberto Classical inequality indices, welfare and illfare functions, and the dual decomposition. (English) Zbl 1284.91143 Fuzzy Sets Syst. 228, 114-136 (2013). MSC: 91B15 91B82 × Cite Format Result Cite Review PDF Full Text: DOI Link
Magalhães, Tiago M.; Botter, Denise A.; Sandoval, Mônica C. Asymptotic skewness for the beta regression model. (English) Zbl 1282.62172 Stat. Probab. Lett. 83, No. 10, 2236-2241 (2013). MSC: 62J99 62F12 62J02 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Xiao-bing; Zhou, Xian Measurement error in proportional hazards models for survival data with long-term survivors. (English) Zbl 1357.62284 Acta Math. Appl. Sin., Engl. Ser. 28, No. 2, 275-288 (2012). MSC: 62N01 × Cite Format Result Cite Review PDF Full Text: DOI
Del Brio, Esther B.; Perote, Javier Gram-Charlier densities: maximum likelihood versus the method of moments. (English) Zbl 1285.62038 Insur. Math. Econ. 51, No. 3, 531-537 (2012). MSC: 62G07 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Johansen, Søren; Nielsen, Morten Ørregaard Likelihood inference for a fractionally cointegrated vector autoregressive model. (English) Zbl 1274.62598 Econometrica 80, No. 6, 2667-2732 (2012). MSC: 62M10 60G22 62F10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mameli, Valentina; Musio, Monica; Sauleau, Erik; Biggeri, Annibale Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher’s transformation. (English) Zbl 1474.62176 J. Appl. Stat. 39, No. 8, 1693-1702 (2012). MSC: 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Ñíguez, Trino-Manuel; Paya, Ivan; Peel, David; Perote, Javier On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty. (English) Zbl 1242.91067 Econ. Lett. 115, No. 2, 244-248 (2012). MSC: 91B16 × Cite Format Result Cite Review PDF Full Text: DOI Link
Liou, Jun-Jih; Su, Yuan-Fong; Chiang, Jie-Lun; Cheng, Ke-Sheng Gamma random field simulation by a covariance matrix transformation method. (English) Zbl 1423.86023 Stoch. Environ. Res. Risk Assess. 25, No. 2, 235-251 (2011). MSC: 86A32 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Cheng, Ke-Sheng; Hou, Ju-Chen; Liou, Jun-Jih; Wu, Yii-Chen; Chiang, Jie-Lun Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach. (English) Zbl 1425.65013 Stoch. Environ. Res. Risk Assess. 25, No. 2, 107-122 (2011). MSC: 65C20 65C60 65Z05 86A05 × Cite Format Result Cite Review PDF Full Text: DOI
Schumann, Keith D. Semi-nonparametric test of second degree stochastic dominance with respect to a function. (English) Zbl 1441.62864 J. Econom. 162, No. 1, 71-78 (2011). MSC: 62P20 62G10 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Park, Inho; Eltinge, John L. The effect of cluster sampling on the covariance and correlation matrices of sample distribution functions. (English) Zbl 1296.62026 J. Korean Stat. Soc. 40, No. 1, 21-32 (2011). MSC: 62D05 62P10 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Sen, Pranab K.; Pedroso-de-Lima, Antonio C. Contiguity and irreconcilable nonstandard asymptotics of statistical tests. (English) Zbl 1270.62082 Braz. J. Probab. Stat. 25, No. 3, 444-470 (2011). MSC: 62G10 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Withers, C.; Nadarajah, S. On the compound Poisson-gamma distribution. (English) Zbl 1209.62013 Kybernetika 47, No. 1, 15-37 (2011). MSC: 62E15 62F10 65C60 62E17 62F12 62E20 33C90 × Cite Format Result Cite Review PDF Full Text: EuDML Link
Johansen, Søren; Nielsen, Morten Ørregaard Likelihood inference for a nonstationary fractional autoregressive model. (English) Zbl 1431.62389 J. Econom. 158, No. 1, 51-66 (2010). MSC: 62M10 60G22 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Shmueli, Galit To explain or to predict? (English) Zbl 1329.62045 Stat. Sci. 25, No. 3, 289-310 (2010). MSC: 62A01 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Jiang, George J.; Knight, John L. ECF estimation of Markov models where the transition density is unknown. (English) Zbl 1230.62107 Econom. J. 13, No. 2, 245-270 (2010). MSC: 62M05 62G05 62G07 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Mustapha, Hussein; Dimitrakopoulos, Roussos Generalized Laguerre expansions of multivariate probability densities with moments. (English) Zbl 1205.62064 Comput. Math. Appl. 60, No. 7, 2178-2189 (2010). MSC: 62H10 62E17 33C45 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Yueh-Neng; Chang, Chien-Hung Consistent modeling of S&P 500 and VIX derivatives. (English) Zbl 1201.91202 J. Econ. Dyn. Control 34, No. 11, 2302-2319 (2010). MSC: 91G20 91G70 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Guo, Hongwen Accumulative equating error after a chain of linear equatings. (English) Zbl 1208.62189 Psychometrika 75, No. 3, 438-453 (2010). MSC: 62P15 × Cite Format Result Cite Review PDF Full Text: DOI
Flegal, James M.; Jones, Galin L. Batch means and spectral variance estimators in Markov chain Monte Carlo. (English) Zbl 1184.62161 Ann. Stat. 38, No. 2, 1034-1070 (2010). MSC: 62M15 60J22 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bonetti, Marco; Gigliarano, Chiara; Muliere, Pietro The Gini concentration test for survival data. (English) Zbl 1322.62260 Lifetime Data Anal. 15, No. 4, 493-518 (2009). MSC: 62N05 62P10 62P20 62N03 × Cite Format Result Cite Review PDF Full Text: DOI
Grigelionis, B. On the Wick theorem for mixtures of centered Gaussian distributions. (English) Zbl 1186.60007 Lith. Math. J. 49, No. 4, 372-380 (2009). MSC: 60E05 60E07 × Cite Format Result Cite Review PDF Full Text: DOI
Coles, P. Phase correlations and topological measures of large-scale structure. (English) Zbl 1256.85003 Martínez, Vincent J. (ed.) et al., Data analysis in cosmology. Berlin: Springer (ISBN 978-3-540-23972-7/hbk). Lecture Notes in Physics 665, 493-522 (2009). MSC: 85A40 62P35 83F05 83C25 83C75 85A30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
del Brio, Esther B.; Ñíguez, Trino-Manuel; Perote, Javier Gram-Charlier densities: a multivariate approach. (English) Zbl 1180.91319 Quant. Finance 9, No. 7, 855-868 (2009). MSC: 91G70 62P05 62G07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Argenti, Fabrizio; Bianchi, Tiziano; di Scarfizzi, Giovanni Martucci; Alparone, Luciano LMMSE and MAP estimators for reduction of multiplicative noise in the nonsubsampled contourlet domain. (English) Zbl 1178.94014 Signal Process. 89, No. 10, 1891-1901 (2009). MSC: 94A08 94A13 65T50 94A11 × Cite Format Result Cite Review PDF Full Text: DOI
Legrand, C.; Duchateau, L.; Janssen, P.; Ducrocq, V.; Sylvester, R. Validation of prognostic indices using the frailty model. (English) Zbl 1302.62233 Lifetime Data Anal. 15, No. 1, 59-78 (2009). MSC: 62P10 62N05 62E17 92C50 × Cite Format Result Cite Review PDF Full Text: DOI
Dufresne, Daniel; Garrido, Jose; Morales, Manuel Fourier inversion formulas in option pricing and insurance. (English) Zbl 1170.91410 Methodol. Comput. Appl. Probab. 11, No. 3, 359-383 (2009). MSC: 91B30 42A61 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ramaekers, Katrien A simulation optimisation approach for inventory management decision support based on incomplete information. (English) Zbl 1162.90317 4OR 7, No. 1, 93-96 (2009). MSC: 90B05 68U20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Münz, Ulrich; Zufiria, Pedro J. Diagnosis of unknown parametric faults in non-linear stochastic dynamical systems. (English) Zbl 1162.93399 Int. J. Control 82, No. 4, 603-619 (2009). MSC: 93E10 93E03 93C10 90B25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mandal, Abhijit; Chakraborty, Arnab Independent component analysis (ICA) using Pearsonian density function. (English) Zbl 1301.62059 Adali, Tülay (ed.) et al., Independent component analysis and signal separation. 8th international conference, ICA 2009, Paraty, Brazil, March 15–18, 2009. Proceedings. Berlin: Springer (ISBN 978-3-642-00598-5/pbk). Lecture Notes in Computer Science 5441, 74-81 (2009). MSC: 62H25 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Heydenreich, Markus; van der Hofstad, Remco; Radulov, Georgi Functionals of Brownian bridges arising in the current mismatch in D/A converters. (English) Zbl 1155.94415 Probab. Eng. Inf. Sci. 23, No. 1, 149-172 (2009). MSC: 94C05 60J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Heinzmann, Dominik A filtered polynomial approach to density estimation. (English) Zbl 1223.62033 Comput. Stat. 23, No. 3, 343-360 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62G07 65D10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI Link