Results 11 to 20 of about 19,957,777 (200)
Estimation and tests for power-transformed and threshold GARCH models [PDF]
, 2008 Consider a class of power transformed and threshold GARCH(p,q) (PTTGRACH(p,q)) model, which is a natural generalization of power-transformed and threshold GARCH(1,1) model in Hwang and Basawa (2004) and includes the standard GARCH model and many other ...
Tong, H. +5 more
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Mathematics, 2023 One-sided heavy tailed distributions have been used in many engineering applications, ranging from teletraffic modelling to financial engineering. In practice, the most interesting heavy tailed distributions are those having a finite mean and a diverging
Marco Cococcioni +2 more
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The Exponential T-X Family of Distributions: Properties and an Application to Insurance Data
Journal of Mathematics, 2021 Heavy-tailed distributions play a prominent role in actuarial and financial sciences. In this paper, we introduce a family of distributions that we refer to as exponential T-X (ETX) family.
Zubair Ahmad +4 more
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Hype and heavy tails: A closer look at data breaches [PDF]
Journal of Cybersecurity, 2016 Recent widely publicized data breaches have exposed thepersonal information of hundreds of millions of people. Somereports point to alarming increases in both the size and fre-quency of data breaches, spurring institutions around theworld to address what appears to be a worsening situation.But, is the problem actually growing worse?
Benjamin Edwards +2 more
openaire +3 more sources
Heavy-tailed distributions : data, diagnostics, and new developments [PDF]
, 2011 This monograph is written for the numerate nonspecialist, and hopes to serve three purposes. First it gathers mathematical material from diverse but related fields of order statistics, records, extreme value theory, majorization, regular variation and ...
Nieboer, Daan, Cooke, Roger M
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Asymptotic Expansions for Heavy-tailed Data
IEEE Signal Processing Letters, 2016 Heavy-tailed distributions are present in the characterization of different modern systems such as high-resolution imaging, cloud computing, and cognitive radio networks. Commonly, the cumulants of these distributions cannot be defined from a certain order, and this restricts the applicability of traditional methods.
Mora-Jimenez, Inmaculada +4 more
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On the Identification of the Riskiest Directional Components from Multivariate Heavy-Tailed Data
Risks, 2023 In univariate data, there exist standard procedures for identifying dominating features that produce the largest number of observations. However, in the multivariate setting, the situation is quite different.
Miriam Hägele, Jaakko Lehtomaa
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Estimation for a non-stationary semi-strong GARCH(1,1) model with heavy-tailed errors [PDF]
, 2010 This paper studies the estimation of a semi-strong GARCH(1,1) model when it does not have a stationary solution, where semi-strong means that we do not require the errors to be independent over time.
Linton, O., Wang, H., Pan, J.
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On Scheduling Policies With Heavy-Tailed Dynamics in Wireless Queueing Systems
IEEE Access, 2020 This paper takes a system view and studies a wireless queueing system where heavy-tailness may occur both at the traffic arrival and in the form of the multi-user interference.
Shengbo Chen +5 more
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Genetics Selection Evolution, 2010 Background The distribution of residual effects in linear mixed models in animal breeding applications is typically assumed normal, which makes inferences vulnerable to outlier observations.
Garrick Dorian J +4 more
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