Results 11 to 20 of about 700,908 (311)
, 2008 The concept of stochastic dominance is defined, and its relation to welfare, poverty, and income inequality explained. A brief discussion is provided of how statistical inference may be performed for hypotheses relating to stochastic dominance.
Russell Davidson
core +2 more sources
SSRN Electronic Journal, 2008 Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real- time estimates and forecasts of current and future volatility have been extensive.
Torben G. Andersen, Luca Benzoni
core +3 more sources
Mobile authentication of copy detection patterns
EURASIP Journal on Information Security, 2023 In the recent years, the copy detection patterns (CDP) attracted a lot of attention as a link between the physical and digital worlds, which is of great interest for the internet of things and brand protection applications.
Olga Taran +5 more
doaj +1 more source
Mathematical and Experimental Model of Neuronal Oscillator Based on Memristor-Based Nonlinearity
Mathematics, 2023 This article presents a mathematical and experimental model of a neuronal oscillator with memristor-based nonlinearity. The mathematical model describes the dynamics of an electronic circuit implementing the FitzHugh–Nagumo neuron model.
Ivan Kipelkin +6 more
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Journal of Mathematics, 2023 This study investigates the estimation of the regression function using the kernel method in the presence of missing at random responses, assuming spatial dependence, and complete observation of the functional regressor.
Fatimah Alshahrani +4 more
doaj +1 more source
Machines, 2023 The problem of the prompt detection of early-stage hollow worn wheels in railway vehicles via on-board random vibration measurements under normal operation and varying speeds is investigated.
Nikolaos Kaliorakis +2 more
doaj +1 more source
Stochastic volatility and stochastic leverage [PDF]
Annals of Finance, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Veraart, Almut, Veraart, Luitgard A. M.
openaire +1 more source
Extreme Value Analysis for Mixture Models with Heavy-Tailed Impurity
Mathematics, 2021 This paper deals with the extreme value analysis for the triangular arrays which appear when some parameters of the mixture model vary as the number of observations grows.
Ekaterina Morozova, Vladimir Panov
doaj +1 more source
Stochastic Perron for Stochastic Target Problems [PDF]
Journal of Optimization Theory and Applications, 2016 In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and super-solution to the associated Hamiltonian-Jacobi-Bellman (HJB) equations.
Erhan Bayraktar, Jiaqi Li
openaire +2 more sources
Physical Review Letters, 2003 4 pages, 2 figures, submitting to ...
Ball, Robin +2 more
openaire +3 more sources