Results 11 to 20 of about 369,804 (310)
Nonparametric Stochastic Volatility [PDF]
SSRN Electronic Journal, 2010 We provide nonparametric methods for stochastic volatility modeling. Our methods allow for the joint evaluation of return and volatility dynamics with nonlinear drift and diffusion functions, nonlinear leverage effects, and jumps in returns and volatility with possibly state-dependent jump intensities, among other features.
BANDI F, Renò, Roberto
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Nonparametric Estimation [PDF]
, 2011 info:eu-repo/semantics ...
Jansen, Maarten, Claeskens, G.
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Construction of an Entropy Estimator with a Special Metrics and an Arbitrary Function
Моделирование и анализ информационных систем, 2013 The paper proposes a generalization of entropy as in [1]. At first, to constract the estimator, we select the metrics on the space of sequances. This metrics is based on a matrix that can be interpreted as an edge coloring of a complete graph with loops.
N. E. Timofeeva
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On nonparametric spectral estimation [PDF]
Circuits Systems and Signal Processing, 1999 Publication in the conference proceedings of EUSIPCO, Rhodes, Greece ...
Tomas Sundin, Petre Stoica
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Risks, 2018 There has been much discussion in the literature about how central measures of equity risk such as standard deviation fail to account for extreme tail risk of equities.
Robert J. Powell +2 more
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Penalty analysis is an efficient tool for food product development: Case study with lemonades [PDF]
Journal on Processing and Energy in Agriculture, 2022 Although penalty analysis has been used for product development for many years, its application is less widespread. Penalty analysis provides a quick and easy way to identify those sensory attributes that significantly influence consumers' preferences ...
Gere Attila
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Evaluation of stability parameters for the selection of stable and superior sunflower genotypes
Cogent Food & Agriculture, 2023 The study was conducted to evaluate the performance of 10 sunflower genotypes in 12 environments during 2017 and 2018 cropping seasons with RCBD design.
Birhanu Mengistu, Mohammed Abu
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A comparison of phase I control charts
South African Journal of Industrial Engineering, 2015 A carefully done Phase I analysis is a vital part of an overall statistical process control and monitoring regime. Distribution-free control charts can play a useful role in this analysis, as a parametric model assumption often cannot be adequately ...
Coelho, Margarethe +2 more
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Estimating nonlinear intergenerational income mobility with correlation curves
Economics: Journal Articles, 2019 A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income status is related between parents and adult child.
Nilsson William
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Journal of Statistical Software, 2020 We introduce Sim.DiffProc, an R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the
Arsalane Chouaib Guidoum +1 more
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