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Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies [PDF]
Frontiers in Applied Mathematics and StatisticsThis paper investigates the volatility dynamics and underlying long memory features of four major cryptocurrencies—Bitcoin, Ethereum, Litecoin, and Ripple—which were selected due to their high liquidity, large trading volumes, and historical significance
Stephanie Danielle Subramoney +2 more
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Analytical wave solutions in thermoelastic media with temperature-dependent properties via IMETF method [PDF]
Scientific ReportsThis study delivers an in-depth analytical investigation of exact wave solutions derived within the context of the Three-Phase-Lag (3PHL) generalized thermoelasticity model, explicitly incorporating the temperature dependence of material properties.
Mohamed F. Ismail +5 more
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Scientific African, 2023 This study introduces a new conditional innovation density called the generalized odd generalized exponentiated skew-t (GOGEST) distribution for the generalized autoregressive conditional heteroscedasticity (GARCH) volatility models.
O.D. Adubisi, A. Abdulkadir, D.J. Adashu
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On the Kaniadakis Distributions Applied in Statistical Physics and Natural Sciences
Entropy, 2023 Constitutive relations are fundamental and essential to characterize physical systems. By utilizing the κ-deformed functions, some constitutive relations are generalized.
Tatsuaki Wada, Antonio Maria Scarfone
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Mastering the Body and Tail Shape of a Distribution
Mathematics, 2021 The normal distribution and its perturbation have left an immense mark on the statistical literature. Several generalized forms exist to model different skewness, kurtosis, and body shapes.
Matthias Wagener +2 more
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Fractal and Fractional, 2023 This work introduces a new thermoelastic model of an isotropic and homogeneous annular cylinder. The cylinder’s bounding inner surface is shocked thermally, and the bounding outer surface has no temperature increment and volumetric strain.
Eman A. N. Al-Lehaibi
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Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors
Ingeniería y Ciencia, 2021 We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions.
Álvaro Alexander Burbano Moreno +2 more
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Hyperbolic Cosine–Exponentiated Exponential Lifetime Distribution and its Application in Reliability [PDF]
International Journal of Supply and Operations Management, 2017 Recently, Kharazmi and Saadatinik (2016) introduced a new family of lifetime distributions called hyperbolic cosine – F (HCF) distribution. In the present paper, it is focused on a special case of HCF family with exponentiated exponential distribution as
Omid Kharazmi
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The HS-SAS and GSH-SAS Distribution as Model for Unconditional and Conditional Return Distributions
Austrian Journal of Statistics, 2016 We introduce two new skewed and leptokurtic distributions derived from the hyperbolic secant distribution and from Vaughan (2002)’s generalized hyperbolic distribution by use of the sinh-arcsinh transformation introduced in Jones and Pewsey (2009 ...
Matthias Fischer, Klaus Herrmann
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Sensors, 2022 The effects of random array deformations on Direction-of-Arrival (DOA) estimation with root-Multiple Signal Classification for uniform circular arrays (UCA root-MUSIC) are characterized by a conformally mapped generalized Polynomial Chaos (gPC) algorithm.
Seppe Van Brandt +3 more
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