Results 11 to 20 of about 14,957 (259)
A Generator for Generalized Inverse Gaussian Distributions
, 2022 We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the traditional inverse CDF method.
Zhang, Xiaozhu, Reiter, Jerome P.
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A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process
Forecasting, 2022 Since its inception in 2009, Bitcoin has increasingly gained main stream attention from the general population to institutional investors. Several models, from GARCH type to jump-diffusion type, have been developed to dynamically capture the price ...
Jules Clément Mba +2 more
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AnRPackage for a General Class of Inverse Gaussian Distributions [PDF]
Journal of Statistical Software, 2008 The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed. The new R package named ig has been designed to analyze data from inverse Gaussian type distributions.
Leiva, Victor +2 more
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Adaptive Subspace Signal Detection in Structured Interference Plus Compound Gaussian Sea Clutter
Remote Sensing, 2022 This paper discusses the problem of detecting subspace signals in structured interference plus compound Gaussian sea clutter with persymmetric structure.
Zeyu Wang +4 more
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Limit Shape of the Generalized Inverse Gaussian-Poisson Distribution
Information Processing & Management, 2023 39 pages, 4 ...
Bogachev, Leonid V. +2 more
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Tsallis Entropy, Likelihood, and the Robust Seismic Inversion
Entropy, 2020 The nonextensive statistical mechanics proposed by Tsallis have been successfully used to model and analyze many complex phenomena. Here, we study the role of the generalized Tsallis statistics on the inverse problem theory.
Igo Pedro de Lima +3 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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Multivariate Distribution in the Stock Markets of Brazil, Russia, India, and China
SAGE Open, 2021 The purpose of this article is to analyze the dependence between Brazil, Russia, India, and China (BRIC) stock markets, adjusting the multivariate Normal Inverse Gaussian probability distribution (NIG) in 2010–2019 on data yields.
Leovardo Mata Mata +2 more
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Mathematics, 2023 This paper reports our findings on the return dynamics of Bitcoin and Ethereum using high-frequency data (minute-by-minute observations) from 2015 to 2022 for Bitcoin and from 2016 to 2022 for Ethereum. The main objective of modeling these two series was
José Antonio Núñez-Mora +2 more
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Measurement of dispersion of PM 2.5 in Thailand using confidence intervals for the coefficient of variation of an inverse Gaussian distribution [PDF]
PeerJ, 2022 Air pollution is a growing concern for the general public in Thailand with PM 2.5 (particulate matter ≤ 2.5 µm) having the greatest impact on health. The inverse Gaussian (IG) distribution is used for examining the frequency of high concentration events ...
Wasana Chankham +2 more
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