Results 21 to 30 of about 6,070,112 (198)
Stein's Method for Tempered Stable Distributions
, 2020 In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also derive Stein characterizations for more difficult distributions such as the distribution of product of two normal ...
Barman, Kalyan, Upadhye, N. S.
openaire +2 more sources
Linking fluvial bed sediment transport across scales
Geophysical Research Letters, 2012 We present a new random walk model for bed load sediment transport that explains the scale‐dependency generally observed in transport rates and captures the transient anomalous dispersion often seen in rivers.
Yong Zhang +2 more
doaj +1 more source
Infinite Variation Tempered Stable Ornstein-Uhlenbeck Processes with Discrete Observations
, 2011 We investigate transition law between consecutive observations of Ornstein– Uhlenbeck processes of infinite variation with tempered stable stationary distribution.
Reiichiro Kawai (7588205) +1 more
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Tempered geometric stable distributions and processes
, 2023 We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities. Absolute continuity relations are shown, and short and long time scaling limits of the associated Lévy processes ...
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On a new Class of Tempered Stable Distributions: Moments and Regular Variation [PDF]
Journal of Applied Probability, 2012 We extend the class of tempered stable distributions, which were first introduced in Rosiński (2007). Our new class allows for more structure and more variety of the tail behaviors. We discuss various subclasses and the relations between them. To characterize the possible tails, we give detailed results about finiteness of various moments. We also give
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Models for Heavy-tailed Asset Returns [PDF]
Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the ...
Weron, Rafal +2 more
core +4 more sources
FEBS Open Bio, EarlyView.TisIBP8, a fungal‐derived hyperactive ice‐binding protein, helps Caenorhabditis elegans survive dehydration. It localizes near cell membranes, reduces cell damage, and helps maintain membrane structure during drying. These results suggest that ice‐binding proteins can protect cells from dehydration stress as well as freezing stress.
Daiki Shimose +9 more
wiley +1 more source
Tempered Stable Distributions: Properties And Extensions [PDF]
, 2011 It has been observed that data often appears to be well approximated by infinite variance stable distributions in some central region, but the tails of the distribution are actually lighter. Tempered stable distributions, which were introduced in [Ros07],
Grabchak, Michael
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Arthritis Care &Research, EarlyView.Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo +4 more
wiley +1 more source
Multivariate Mixed Tempered Stable Distribution
, 2016 The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure between components are investigated.
Hitaj, Asmerilda +3 more
openaire +2 more sources