Items where Subject is "C46 - Specific Distributions ; Specific Statistics"

A

Aknouche, Abdelhakim and Demouche, Nacer (2018): Ergodicity conditions for a double mixed Poisson autoregression.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2021): Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series.

Albu, Lucian-Liviu and Georgescu, George (1987): L’amortissement et l’autofinancement du processus d’investissement. Published in: Revue Roumaine des Sciences Sociales, Série des Sciences Économiques , Vol. 31, No. 1 (June 1987): pp. 77-85.

Alfarano, Simone and Milakovic, Mishael and Raddant, Matthias (2011): A Note on institutional hierarchy and volatility in financial markets.

Alimi, R. Santos (2020): Public Spending and Economic Welfare in ECOWAS Countries: Does Level of Development Matter?

B

Balakrishna, B S (2010): Alpha-root Processes for Derivatives pricing.

Barnett, William and Aghababa, Hajar (2016): Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?

Bassetti, Thomas and Caruso, Raul and Cortes, Darwin (2015): Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia.

Bensalma, Ahmed (2021): An Eviews program to perform the fractional Dickey-Fuller test.

Bonanno, Graziella and De Giovanni, Domenico and Domma, Filippo (2015): The “wrong skewness” problem: a re-specification of Stochastic Frontiers.

Bouaddi, Mohammed and Belhachemi, Rachid and Douch, Mohamed (2015): The Continuous Hidden Threshold Mixed Skew-Symmetric Distribution.

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaël and Roncalli, Thierry (2000): Copulas for finance.

Burnecki, Krzysztof and Janczura, Joanna and Weron, Rafal (2010): Building Loss Models.

Burnecki, Krzysztof and Misiorek, Adam and Weron, Rafal (2010): Loss Distributions.

C

Cakir, Murat (2005): Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz.

Carbajal De Nova, Carolina (2014): Synthetic data: an endogeneity simulation.

Casas, Isabel and Gao, Jiti (2006): Econometric estimation in long-range dependent volatility models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 72-83.

Ciuiu, Daniel (2007): Gordon and Newell queueing networks and copulas. Published in: Yugoslav Journal of Operations Research , Vol. 19, No. 1 (July 2009): pp. 101-112.

D

D'Elia, Enrico (1991): La quantificazione dei risultati dei sondaggi congiunturali: un confronto tra procedure. Published in: Rassegna dei lavori dell'ISCO No. n. 13 (June 1991): pp. 1-72.

Dasgupta, Madhuchhanda and Mishra, SK (2004): Least absolute deviation estimation of linear econometric models: A literature review.

Degiannakis, Stavros and Xekalaki, Evdokia (2005): Predictability and Model Selection in the Context of ARCH Models. Published in: Journal of Applied Stochastic Models in Business and Industry No. 21 (2005): pp. 55-82.

Djennad, Abdelmajid and Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios and Eilers, Paul (2015): Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications.

E

Emura, Takeshi and Lin, Yi-Shuan (2013): A comparison of normal approximation rules for attribute control charts. Forthcoming in: Quality and Reliability Engineering International

Estrada, Fernando (2014): Rescue costs and financial risk.

F

Fernández-Morales, Antonio (2016): Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution.

Freeman, Alan (1998): The indeterminacy of price-value correlations: a comment on papers by Simo Mohun and Anwar Shaikh. Published in: Bellofiore, R (ed) Marxian Economics: a Reappraisal, Volume 2, pp139-162. Basingstoke: McMillan. ISBN 0 333 64411 5 (1998): pp. 139-162.

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Golmohammadpoor Azar, Kamran (2014): Estimation of Fractal Parameters of Tehran Stock Market Groups Time Series Using Discrete Wavelet Transform. Published in: First National Conference of Applied Statistics, Department of Statistics, Islamic Azad University of Tabriz, Tabriz, Iran. (23 June 2014)

Goodwin, Roger L (2014): Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0.

Goodwin, Roger L (2014): Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0.

Gottlieb, Daniel and Kushnir, Leonid (2006): Social Policy Targeting and Binary Information Transfer between Surveys.

H

Halkos, George and Kitsos, Christos (2024): Measuring uncertainty, transfer entropy and G-causality In Environmental Economics.

Heinrich, Torsten and Dai, Shuanping (2014): Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2014): Testing Spatial Causality in Cross-section Data.

I

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm

Isaic-Maniu, Alexandru and Dragan, Irina-Maria (2009): The Risk of Operational Incidents in Banking Institutions. Published in: Reliability: Theory & Applications , Vol. 1, No. 1(16) (15 March 2010): pp. 72-84.

K

Kafri, Oded (2008): Sociological and Economic Inequality and the Second Law.

Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments.

Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.

Kouadio, Jean Joel and Mwamba, Muteba and Bonga-Bonga, Lumengo (2019): Empirical evidence of systemic tail risk premium in the Johannesburg Stock Exchange.

Kox, Henk L.M. (2024): Towards time-consistent bilateral FDI statistics: A new dataset covering 2001-2022.

L

Larrosa, Juan MC (2005): A Latent Budget Analysis Approach to Classification: Examples from Economics.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Quantum strategy creation by interlocking interconnecting directors in boards of directors in modern organizations at time of globalization.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Lyziak, Tomasz (2011): Non-positive scaling factor in probability quantification methods: deriving consumer inflation perceptions and expectations in the whole euro area and Ireland.

M

Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30 September 2008): pp. 5-75.

Mariam, Yohannes (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries.

Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.

Mazzeu, Joao and Otuki, Thiago and Da Silva, Sergio (2011): The canonical econophysics approach to the flash crash of May 6, 2010. Published in: Applied Mathematical Sciences , Vol. 28, No. 5 (2011): pp. 1373-1389.

Mendoza-Velázquez, Alfonso and Galvanovskis, Evalds (2009): Introducing the GED-Copula with an application to Financial Contagion in Latin America.

Merce, Cristian Calin and Merce, Emilian and Mihai, Mihaela (2015): Economic stratification - The remedy and demise of humanity. Published in: Agricultural Economics and Rural Development - Realities and Perspectives for Romania , Vol. 6, No. ISSN 2285–6803 ISSN-L 2285–6803 (20 November 2015): pp. 67-72.

Mercik, Szymon and Weron, Rafal (2002): Origins of scaling in FX markets.

Mishra, SK (2010): Empirical probability distribution of journal impact factor and over-the-samples stability in its estimated parameters.

Mishra, SK (2010): Temporal changes in the parameters of statistical distribution of journal impact factor.

Mohamed, Issam A.W. (2011): Empirical Analysis of Field Data on HIV/AIDS Epidemic in Khartoum State, Sudan.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen.

Mongay, Jorge (2011): Variables en la facilidad de hacer negocios en China. Un estudio comparativo internacional a traves del informe "Doing Business".

Murasawa, Yasutomo (2017): Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK.

N

Nartikoev, Alan and Peresetsky, Anatoly (2020): Эндогенная классификация домохозяйств в регионах России. Published in: Voprosy Ekonomiki No. 5 (2021): pp. 107-128.

Nguefack-Tsague, Georges and Dapi N., Léonie (2011): Multidimensional Nature of Undernutrition: A Statistical Approach. Published in: Journal of Medicine and Medical Sciences , Vol. 2, No. 2 (14 February 2011): pp. 690-695.

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Osti, Davide (2015): survival analysis: the analysis of transition data.

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Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)

Parker, Thomas (2012): A comparison of alternative approaches to supremum-norm goodness of fit tests with estimated parameters.

Pedersen, Rasmus Søndergaard (2017): Robust inference in conditionally heteroskedastic autoregressions.

Pillai N., Vijayamohanan (2008): In Quest of the Distributional Properties of Reliability Rate.

Prada, Sergio I and Gonzalez, Claudia and Borton, Joshua and Fernandes-Huessy, Johannes and Holden, Craig and Hair, Elizabeth and Mulcahy, Tim (2011): Avoiding disclosure of individually identifiable health information: a literature review. Published in: SAGE Open (14 December 2011): pp. 1-16.

Puente-Ajovin, Miguel and Ramos, Arturo (2015): An improvement over the normal distribution for log-growth rates of city sizes: Empirical evidence for France, Germany, Italy and Spain.

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Qayyum, Abdul and Nawaz, Faisal (2010): Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan.

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Ramos, Arturo (2019): Addenda to “Are the log-growth rates of city sizes distributed normally? Empirical evidence for the USA [Empir. Econ. (2017) 53:1109-1123]”.

Ramos, Arturo (2015): Are the log-growth rates of city sizes normally distributed? Empirical evidence for the US.

Ramos, Arturo (2019): Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century.

Ramos, Arturo (2015): Log-growth distributions of US city sizes and non-Lévy processes.

Ramos, Arturo and Sanz-Gracia, Fernando (2015): US city size distribution revisited: Theory and empirical evidence.

Rigby, Robert and Stasinopoulos, Dimitrios and Voudouris, Vlasios (2015): Flexible statistical models: Methods for the ordering and comparison of theoretical distributions.

S

Schneider, Stefan and Schneider, Stefan (2010): Power Spot Price Models with negative Prices.

Serbanescu, Luminita (2008): The traditional teaching-learning method versus multimedia technology. Using the Wilcoxon test and the Gauss repartition. Published in: Annals of Faculty of Economics , Vol. 4, No. 1 (2008): pp. 1526-1531.

Shutes, Karl and Adcock, Chris (2013): Regularized Extended Skew-Normal Regression.

Shutes, Karl and Adcock, Chris (2013): Regularized Skew-Normal Regression.

Simonsen, Ingve and Weron, Rafal and Mo, Birger (2004): Structure and stylized facts of a deregulated power market.

Sinha, Pankaj and Jayaraman, Prabha (2009): Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions.

Sinha, Pankaj and Jayaraman, Prabha (2009): Robustness of Bayesian results for Inverse Gaussian distribution under ML-II epsilon-contaminated and Edgeworth Series class of prior distributions.

Sunanta, Owat and Viertl, Reinhard (2016): Fuzzy models in regional statistics. Published in: Regional Statistics , Vol. 6, No. 1 (2016): pp. 104-118.

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Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

Tsagris, Michail and Elmatzoglou, Ioannis and C. Frangos, Christos (2012): Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions using Bootstrap Methodology. Published in: Communications in Statistics - Theory and Methods , Vol. 41, No. 1 (3 January 2012): pp. 138-152.

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Valdez, Emiliano A. (2009): On the Distortion of a Copula and its Margins.

Vorobyev, Oleg Yu. (2016): Blyth’s paradox «of three pies»: setwise vs. pairwise event preferences. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 102-108.

Vorobyev, Oleg Yu. (2016): Triangle room paradox of negative probabilities of events. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 94-97.

Vorobyev, Oleg Yu. (2016): The theory of dual co~event means. Published in: Proceedings of the XV FAMEMS-2016 Conference and the Workshop on Hilbert's sixth problem, Krasnoyarsk, Russia (30 September 2016): pp. 44-93.

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Wang, Frank Xuyan (2019): Shape Factor Asymptotic Analysis I.

Wang, Frank Xuyan (2021): Shape factor asymptotic analysis II.

Weron, Rafal (2009): Forecasting wholesale electricity prices: A review of time series models. Published in: Financial Markets: Principles of Modelling, Forecasting and Decision-Making , Vol. FindEc, (2009): pp. 71-82.

Weron, Rafal and Misiorek, Adam (2007): Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts? Published in: Prace Naukowe Akademii Ekonomicznej we Wroclawiu , Vol. 1076, (2007): pp. 472-480.

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Yang, Bill Huajian and Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation

Yashkir, Olga and Yashkir, Yuriy (2003): Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates. Published in: Quantitative Finance , Vol. 3, (15 May 2003): pp. 195-200.

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Zaman, Gheorghe and Georgescu, George and Goschin, Zizi and Antonescu, Daniela and Popa, Florina (2015): Dezvoltarea economica endogena la nivel regional. Cazul Romaniei. Published in: (June 2015): pp. 1-270.