Results 21 to 30 of about 5,329,875 (275)
Variance continuity for Lorenz flows [PDF]
, 2020 The classical Lorenz flow, and any flow which is close to it in the $C^2$-topology, satisfies a Central Limit Theorem (CLT). We prove that the variance in the CLT varies continuously.Comment: Final version. To appear in Annales Henri Poincar\'
Bahsoun, Wael +2 more
core +2 more sources
Testing jointly for structural changes in the error variance and coefficients of a linear regression model [PDF]
, 2019 We provide a comprehensive treatment for the problem of testing jointly for structural changes in both the regression coefficients and the variance of the errors in a single equation system involving stationary regressors.
Perron, Pierre +2 more
core +1 more source
On Generalized Schürmann Entropy Estimators
Entropy, 2022 We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T.
Peter Grassberger
doaj +1 more source
Variance-of-Variance Risk Premium [PDF]
Review of Finance, 2017 Abstract This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and realized variance of the VIX index yield average excess returns of − 24.16%
openaire +2 more sources
Connections between Weighted Generalized Cumulative Residual Entropy and Variance
Mathematics, 2020 A shift-dependent information measure is favorable to handle in some specific applied contexts such as mathematical neurobiology and survival analysis. For this reason, the weighted differential entropy has been introduced in the literature.
Abdolsaeed Toomaj, Antonio Di Crescenzo
doaj +1 more source
Warehouse receipts functioning to reduce market risk [PDF]
Ekonomika Poljoprivrede (1979), 2014 Cereal production underlies the market risk to a great extent due to its elastic demand. Prices of grain have cyclic movements and significant decline in the harvest periods as a result of insufficient supply and high demand.
Jovičić Daliborka +3 more
doaj +1 more source
Hydrology, 2023 The localization of pollution sources is one of the main tasks in environmental engineering. For this paper, models of spatial distribution of nitrate concentration in groundwater were created, and the point of highest concentration was determined.
Ivan Kovač +3 more
doaj +1 more source
The Parabolic variance (PVAR), a wavelet variance based on least-square fit [PDF]
, 2015 This article introduces the Parabolic Variance (PVAR), a wavelet variance similar to the Allan variance, based on the Linear Regression (LR) of phase data.
Bourgeois, P. -Y. +3 more
core +6 more sources
On the Variance of Quickselect
2006 Proceedings of the Third Workshop on Analytic Algorithmics and Combinatorics (ANALCO), 2006 Quickselect with median-of-three is routinely used as the method of choice for selection of the mth element out of n in general-purpose libraries such as the C++ Standard Template Library. Its average behavior is fairly well understood and has been shown to outperform that of the standard variant, which chooses a random pivot on each stage. However, no
Daligault, Jean +1 more
openaire +2 more sources
Journal of the American Statistical Association, 2012 The variance profile is defined as the power mean of the spectral density function of a stationary stochastic process. It is a continuous and nondecreasing function of the power parameter, p, which returns the minimum of the spectrum (p→−∞), the interpolation error variance (harmonic mean, p=−1), the prediction error variance (geometric mean, p=0), the
LUATI, ALESSANDRA, Proietti T., Reale M.
openaire +5 more sources