Results 31 to 40 of about 7,006,649 (251)

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, Hubalek, Friedrich, Mercuri, Lorenzo, Rroji, Edit   +3 more
openaire   +2 more sources

Asymmetrically tempered stable distributions with applications to finance

Probability and Mathematical Statistics, 2019
In this paper, we introduce a technique to produce a new family of tempered stable distributions. We call this family asymmetrically tempered stable distributions.We provide two examples of this family named asymmetrically classical modified tempered stable ACMTS and asymmetrically modified classical tempered stable AMCTS distributions.
Arefi, A., Pourtaheri, R.
openaire   +2 more sources

Mechanochemical Synthesis and Characterization of Nanostructured ErB4 and NdB4 Rare‐Earth Tetraborides

Advanced Engineering Materials, Volume 27, Issue 6, March 2025.
ErB4 and NdB4 nanostructured powders are produced by mechanochemical synthesis. 5 h mechanical alloying and 4 M HCl acid leaching are used in the production. ErB4 and NdB4 powders exhibit maximum magnetization of 0.4726 emu g−1 accompanied with an antiferromagnetic‐to‐paramagnetic phase transition at about TN = 18 K and 0.132 emu g−1 with a maximum at ...
Burçak Boztemur, Faruk Kaya, Bora Derin, Mustafa Lütfi Öveçoğlu, Ju Li, Duygu Ağaoğulları   +5 more
wiley   +1 more source

Three upsilon transforms related to tempered stable distributions

Electronic Communications in Probability, 2015
We discuss the properties of three upsilon transforms, which are related to the class of $p$-tempered $α$-stable ($TS^p_α$) distributions. In particular, we characterize their domains and show how they can be represented as compositions of each other.
openaire   +3 more sources

Reward-risk momentum strategies using classical tempered stable distribution [PDF]

Journal of Banking & Finance, 2014
We implement momentum strategies using reward-risk measures as ranking criteria based on classical tempered stable distribution. Performances and risk characteristics for the alternative portfolios are obtained in various asset classes and markets. The reward-risk momentum strategies with lower volatility levels outperform the traditional momentum ...
Jaehyung Choi, Young Shin Kim, Ivan Mitov   +2 more
openaire   +2 more sources

Thermomechanical Fatigue and Creep–Fatigue Interaction of Inconel 718 Additively Manufactured by Laser Beam Powder Bed Fusion

Advanced Engineering Materials, EarlyView.
Thermomechanical fatigue tests of laser beam powder bed fusion (PBF‐LB) Inconel 718 show that the additively manufactured material reaches almost the lifetimes of conventionally‐rolled material under no‐dwell conditions. Introducing dwell times at the maximum temperature markedly reduces the lifetimes due to pronounced grain boundary sliding associated
Stefan Guth, Tomáš Babinský, Jan Lars Riedel, Wen Hao Kan, Aijun Huang, Martin Heilmaier, Ivo Šulák   +6 more
wiley   +1 more source

On the Background Driving Lévy Density Associated with the General Tempered Stable Distribution: Theoretical Properties and Financial Applications

Mathematical and Computational Applications
This paper identifies and characterizes the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution, a flexible seven-parameter family of infinitely divisible distributions with applications in physics ...
Aubain Nzokem, Daniel Maposa
doaj   +1 more source

Influence of Scan Strategies in Electron Beam Powder Bed Fusion on Solidification, Microstructure, and High‐Temperature Compressive Properties of γ′‐Strengthened Inconel 738LC

Advanced Engineering Materials, EarlyView.
Experiments and thermophysical simulations were conducted to investigate the electron beam powder bed fusion electron beam (PBF‐EB/M) process for the γ′‐strengthened nickel‐based superalloy Inconel 738LC. The results demonstrate the impact of process‐induced microstructural variations on high‐temperature mechanical behavior, providing a basis for ...
Jan Niklas Petenati, Karthik Kumar Banku, Prasanth Bondi, Ivan Zhirnov, Yangyiwei Yang, Gordon Schmidt, Jürgen Christen, Georg Hasemann, Manja Krüger, Bai‐Xiang Xu, Bilal Gökce, Silja‐Katharina Rittinghaus   +11 more
wiley   +1 more source

Estimation for multivariate normal rapidly decreasing tempered stable distributions

Journal of Statistical Computation and Simulation, 2023
In this paper we describe a methodology for parameter estimation of multivariate distributions defined as normal mean-variance mixture where the mixing random variable is rapidly decreasing tempered stable distributed. We address some numerical issues resulting from the use of the characteristic function for density approximation.
Michele Leonardo Bianchi, Gian Luca Tassinari   +1 more
openaire   +1 more source

High-Performance Simulation of Generalized Tempered Stable Random Variates: Exact and Numerical Methods for Heavy-Tailed Data

Mathematical and Computational Applications
The Generalized Tempered Stable (GTS) distribution extends classical stable laws through exponential tempering, preserving the power-law behavior while ensuring finite moments.
Aubain Nzokem, Daniel Maposa
doaj   +1 more source