Results 201 to 210 of about 861,171 (274)
Stability of Partially Congested Travelling Wave Solutions for the Dissipative Aw-Rascle System. [PDF]
Deléage É, Mehmood MA.
europepmc +1 more source
An observation‐driven state‐space model for claims size modelling
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
Absolutely minimal semi-Lipschitz extensions. [PDF]
Daniilidis A, Lê TM, Venegas FM.
europepmc +1 more source
Common fixed point theorem for four mappings satisfying generalized weak contractive condition
Mujahid Abbas, Dragan Djorić
openalex +2 more sources
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Enumeration of rooted binary perfect phylogenies. [PDF]
Shiff CE, Rosenberg NA.
europepmc +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Canonicalizing Zeta Generators: Genus Zero and Genus One. [PDF]
Dorigoni D +7 more
europepmc +1 more source
Asymptotic properties of cross‐classified sampling designs
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source

