Results 81 to 90 of about 2,759 (186)

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Inference of stress-strength reliability for two-parameter of exponentiated Gumbel distribution based on lower record values. [PDF]

PLoS One, 2021
Fayyazishishavan E, Kılıç Depren S.
europepmc   +1 more source

Lomax-Gumbel {Fréchet}: A New Distribution

Journal of Advances in Mathematics and Computer Science, 2019
In this paper the T-R{Y} framework is used for proposing a new distribution that called The Lomax-Gumbel{Frechet} distribution. We study in details the properties of this distribution including hazard function, quantile Function, the skewness, the kurtosis, transformation, Renyi entropy, and moment generating function.
R. E. Abdelatty, R. M. Mandouh, M. R. Mahmoud   +2 more
openaire   +2 more sources

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

Gumbel Extreme Hydrological Frequency Analysis Model in Situations of Insufficient Data

工程科学与技术, 2019
The prediction of hydrometeorological extreme elements is valuable for preventing natural disasters, controlling and reducing losses. However, the methods for analyzing hydrological frequency are based on a large amount of data, and the studies on ...
Longxia QIAN, Hongrui WANG, Ren ZHANG, Zhiqian JIAO   +3 more
doaj  

A discrete analog of Gumbel distribution: properties, parameter estimation and applications. [PDF]

J Appl Stat, 2021
Chakraborty S, Chakravarty D, Mazucheli J, Bertoli W.   +3 more
europepmc   +1 more source

Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies

Mathematical Finance, EarlyView.
ABSTRACT The growing integration of solar power into electricity markets increasingly demands advanced risk management tools to address the inherent variability of solar radiation and its interaction with electricity prices. This paper introduces a novel framework for modeling and pricing new financial instruments designed to link payoffs directly to ...
Silvia Romagnoli, Beniamino Sartini
wiley   +1 more source

Fractional Moment Theory for Anomalous Transport: A Unified Framework for Lévy Flights, Fractals, and Complex Dynamical Systems

Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 14964-15009, 15 September 2026.
ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley   +1 more source

Crop Insurance Design and On‐Farm Risk Adaptation

Applied Economic Perspectives and Policy, Volume 48, Issue 4, Page 1244-1257, September 2026.
ABSTRACT The United States spends billions annually on crop insurance premium subsidies, yet the prevailing distance‐based guarantee design unintentionally rewards risk‐taking by linking subsidies to yield variability. We consider a simple redesign: define guarantees in terms of probability so that coverage reflects a consistent likelihood of indemnity.
Gerald Van Tassell, Alan P. Ker
wiley   +1 more source

Deriving Storm Intensity Formula Based on the Relationship between the GEV Parameters and Durations

工程科学与技术, 2012
:Generalized Extreme Value (GEV) distribution model is fitted to the annual maximum rainfall intensity data for Dongguan city and is compared with Log-Pearson-Ⅲ and Gumbel model commonly used in china .
Zhou Hao-lan
doaj