المؤلفون: Jammalamadaka, S Rao, Taufer, Emanuele

المصدر: Communications in Statistics - Simulation and Computation. 48(9)

مصطلحات موضوعية: Adaptive estimation, Kernel density estimation, Levy process, Minimum squared distance to independence, Self-decomposable distribution, Mathematical Sciences, Information and Computing Sciences, Statistics & Probability

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/2tw8r266

المؤلفون: Jammalamadaka, SR, Taufer, E

المصدر: Communications in Statistics: Simulation and Computation. 48(9)

مصطلحات موضوعية: Adaptive estimation, Kernel density estimation, Levy process, Minimum squared distance to independence, Self-decomposable distribution, Statistics & Probability, Mathematical Sciences, Information and Computing Sciences

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/2tw8r266

المؤلفون: Jongbloed, Geurt

المصدر: Scandinavian Journal of Statistics, 2006 Dec 01. 33(4), 825-847.

URL الوصول: https://www.jstor.org/stable/4616960

المؤلفون: Bar-Lev, Shaul K., Enis, Peter

المصدر: The Annals of Statistics, 1986 Dec 01. 14(4), 1507-1522.

URL الوصول: https://www.jstor.org/stable/2241485

المؤلفون: Klüppelberg, C., Lindner, A. and Maller, R.

مصطلحات موضوعية: info:eu-repo/classification/ddc, COGARCH, continuous time GARCH, GARCH, generalised Ornstein-Uhlenbeck process, Lévy process, self-decomposable distribution, stochastic volatility model, tail behaviour

وصف الملف: application/pdf; Text

Relation: https://mediatum.ub.tum.de/1072093; https://mediatum.ub.tum.de/doc/1072093/document.pdf

الاتاحة: https://mediatum.ub.tum.de/1072093
https://mediatum.ub.tum.de/doc/1072093/document.pdf
http://link.springer.com/chapter/10.1007%252F978-3-540-30788-4_21;

المؤلفون: S. Rao Jammalamadaka, Emanuele Taufer

المصدر: Communications in Statistics: Simulation and Computation, vol 48, iss 9
Communications in Statistics-Simulation and Computation, vol 48, iss 9

مصطلحات موضوعية: Statistics and Probability, Self-decomposable distribution, Gaussian, Statistics & Probability, Kernel density estimation, 0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, Lévy process, Mathematical Sciences, 010104 statistics & probability, symbols.namesake, Adaptive estimation, Mathematics::Probability, Information and Computing Sciences, Statistics, Minimum squared distance to independence, Applied mathematics, 0101 mathematics, Levy process, Mathematics, Estimation, 021103 operations research, Estimator, Ornstein–Uhlenbeck process, Semiparametric model, Autoregressive model, Modeling and Simulation, symbols

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::719f2c208cc77b693ac436d9a23542a7
https://escholarship.org/uc/item/2tw8r266

المؤلفون: Klüppelberg, Claudia, Lindner, Alexander M., Maller, Ross

مصطلحات موضوعية: ddc:519, COGARCH, continuous time GARCH, GARCH, generalised Ornstein-Uhlenbeck process, L_evy process, self-decomposable distribution, stochastic volatility model, tail behaviour

Relation: Series: Discussion Paper; No. 426; gbv-ppn:48509133X; urn:nbn:de:bvb:19-epub-1795-4; http://hdl.handle.net/10419/31106

الاتاحة: http://hdl.handle.net/10419/31106
https://doi.org/10.5282/ubm/epub.1795
https://nbn-resolving.org/urn:nbn:de:bvb:19-epub-1795-4

المؤلفون: Marc Yor, Jim Pitman, Monique Jeanblanc

المصدر: Stochastic Processes and their Applications. 100(1-2):223-231

مصطلحات موضوعية: Self-decomposable distribution, Statistics and Probability, Bessel process, Stochastic process, Applied Mathematics, Mathematical analysis, Generalized Ornstein–Uhlenbeck-process, Background driving Lévy process, Ornstein–Uhlenbeck process, Lévy process, First and last passage times, symbols.namesake, Distribution (mathematics), Modeling and Simulation, Modelling and Simulation, Self-similar additive process, symbols, Independent increments, First-hitting-time model, Random variable, Bessel function, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec72d9de5a38fde08cb5ca38a4074666

المؤلفون: Nikolai Leonenko, EStuart Petherick, Emanuele Taufer

مصطلحات موضوعية: Mathematics::Probability, Multifractal process, Ornstein-Uhlenbeck process, self-decomposable distribution, subordinator, Renyi function, Exchange rates, Physics::Data Analysis, Statistics and Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::276a8029037602951244aacfa7b7dba9
http://www.unitn.it/files/download/20618/disa201207.pdf

المؤلفون: Martin Keller-Ressel, Aleksandar Mijatović

مصطلحات موضوعية: Self-decomposable distribution, Statistics and Probability, Subordinator, 60G10, 60G51, Boundary (topology), Limit distribution, Lévy process, Scale function, Infinitesimal generator, Stationary distribution, Mathematics::Probability, Modelling and Simulation, FOS: Mathematics, Spectrally positive Lévy process, Statistical physics, Limit (mathematics), Mathematics, Applied Mathematics, Probability (math.PR), Mathematical analysis, State (functional analysis), Absolute continuity, Branching processes with immigration, Modeling and Simulation, Mathematics - Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b127a7f8f04e2fc18f79dfb617a1c07c
http://hdl.handle.net/10044/1/18417

المؤلفون: Emanuele Taufer

مصطلحات موضوعية: Ornstein-Uhlenbeck process, L√É©vy process, self-decomposable distribution, characteristic function, estimation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::9a3c63849e69b2a012eeaf1e58180cda
http://www.unitn.it/files/download/10533/05.pdf

المؤلفون: Emanuele Taufer, Nikolai Leonenko

مصطلحات موضوعية: ornstein-uhlenbeck process, lévy process, self-decomposable distribution, characteristic function, simulation

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::e0c877198b5b8bfb4a6290c7d6cf4ddb
http://www.unitn.it/files/download/10535/123.pdf

المؤلفون: Klüppelberg, C., Lindner, A. and Maller, R.

مصطلحات موضوعية: COGARCH, continuous time GARCH, GARCH, generalised Ornstein-Uhlenbeck process, Lévy process, self-decomposable distribution, stochastic volatility model, tail behaviour, ddc

وصف الملف: application/pdf; Text

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______518::9ff256cd04f96edf2de7c1a36c6999ea
https://mediatum.ub.tum.de/1072093

المؤلفون: Taufer, Emanuele

المساهمون: Taufer, Emanuele

مصطلحات موضوعية: Ornstein-Uhlenbeck process, Lévy process, self-decomposable distribution, characteristic function, estimation

وصف الملف: ELETTRONICO

Relation: ispartofseries:DISA Working Paper Dipartimento di Informatica e Studi Aziendali; firstpage:1; lastpage:20; numberofpages:20; https://hdl.handle.net/11572/358946

الاتاحة: https://hdl.handle.net/11572/358946

المؤلفون: Makoto Yamazato

المصدر: Journal of Multivariate Analysis. (4):550-560

مصطلحات موضوعية: Discrete mathematics, Statistics and Probability, Numerical Analysis, Log-Cauchy distribution, Invariant subspace, Absolute continuity, Ratio distribution, Operator (computer programming), Distribution (mathematics), Compound Poisson distribution, invariant subspace, Infinite divisibility (probability), absolute continuity, OL distribution, Statistics, Probability and Uncertainty, Lévy measure, Mathematics, Infinitely divisible distribution, operator-self-decomposable distribution

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2b87b9de03d51adf9c4297b6980812f

المؤلفون: Peter Becker-Kern

المصدر: Stochastic Processes and their Applications. (2):327-344

مصطلحات موضوعية: Statistics and Probability, Stationary process, Stochastic process, Applied Mathematics, Mathematical analysis, Stochastic calculus, Self-similar process, Ornstein–Uhlenbeck process, Generalized Ornstein–Uhlenbeck process, Lévy process, Operator (computer programming), Operator Lévy bridge, Operator-semi-self-decomposable distribution, Background driving process, Modelling and Simulation, Modeling and Simulation, Periodic stationarity, Semi-stable hemigroup, Scaling, Operator-semi-self-similar process, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::743dc9c29052bd28786d19bbb1c56f09

المؤلفون: Shaul K. Bar-Lev, Peter Enis

المصدر: Ann. Statist. 14, no. 4 (1986), 1507-1522

مصطلحات موضوعية: Statistics and Probability, Natural exponential family, 62E10, Mathematical analysis, power variance function, Order (ring theory), self-decomposable distribution, Unimodality, variance function, Combinatorics, Exponential family, stable distributions, infinite divisibility, unimodality, 60E05, Statistics, Probability and Uncertainty, Connection (algebraic framework), reproducibility, Infinite divisibility, Mathematics, Variance function, Exponential dispersion model

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f877157627a1f724f5ba85453855bcbc
http://projecteuclid.org/euclid.aos/1176350173