Results 21 to 30 of about 1,865,927 (246)
Spatial variation of eddy-diffusion coefficients in the turbulent plasma sheet during substorms [PDF]
Annales Geophysicae, 2009 Study of the plasma turbulence in the central plasma sheet was performed using the Interball-Tail satellite data. Fluctuations of the plasma bulk velocity in the plasma sheet were deduced from the measurements taken by the Corall instrument for ...
M. Stepanova +5 more
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Threshold copulas and positive dependence [PDF]
, 2008 Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the ...
Fabio Spizzichino +5 more
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Dynamic Time Warping Algorithm in Modeling Systemic Risk in the European Insurance Sector
Entropy, 2021 We are looking for tools to identify, model, and measure systemic risk in the insurance sector. To this aim, we investigated the possibilities of using the Dynamic Time Warping (DTW) algorithm in two ways.
Anna Denkowska, Stanisław Wanat
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Multiplicative noise and the diffusion of conserved densities
Journal of High Energy Physics, 2021 Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram.
Jingyi Chao, Thomas Schäfer
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Modeling spatial tail dependence with Cauchy convolution processes
, 2022 We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such as tail ...
Huser, Raphaël, Krupskiy, Pavel
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Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox
Journal of Statistical Software, 2020 To extend the current implementation of copulas in MATLAB to non-elliptical distributions in arbitrary dimensions enabling for asymmetries in the tails, the toolbox HACopula provides functionality for modeling with hierarchical (or nested) Archimedean ...
Jan Górecki +2 more
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EXTREMAL DEPENDENCIES ON COMMODITY FUTURES MARKETS [PDF]
Annals of the Polish Association of Agricultural and Agribusiness Economists, 2019 The aim of this study was to assess dependencies between extreme rates of return from commodity futures contracts on selected markets in the years 2000-2018.
Małgorzata Just
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Atmosphere, 2021 Droughts have significantly damaged the environment of the Inner Mongolia Autonomous Region, China. In this study, the region was divided into two subregions.
Simin Yang +3 more
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Frontier Materials & Technologies, 2023 The formation of representative databases determines the interest in forecasting and managing the quality of metal based on data mining using special software products often based on regression analysis and not always taking into account the statistical ...
Victoria V. Timoshenko +4 more
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Risks, 2020 In the present work, we analyze the dynamics of indirect connections between insurance companies that result from market price channels. In our analysis, we assume that the stock quotations of insurance companies reflect market sentiments, which ...
Anna Denkowska, Stanisław Wanat
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