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  • Search: subject:"\[alpha\]-Stable process"
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Year of publication
Subject
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Estimation 2 Schätzung 2 Alpha-stable process 1 Bayes-Statistik 1 Bayesian inference 1 CARMA model 1 Capital income 1 Derivat 1 Derivative 1 Electricity price 1 Electricity prices 1 Estimation theory 1 Factional Brown motion 1 Fractal 1 Futures prices 1 Kapitaleinkommen 1 Lévy alpha-stable process 1 Markov chain 1 Markov chain Monte Carlo 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 P-variation index 1 Saisonale Schwankungen 1 Schätztheorie 1 Seasonal variations 1 Seasonality 1 Stable density approximation 1 Stochastic process 1 Stochastischer Prozess 1 Strompreis 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Withdrawal success 1 Zeitreihenanalyse 1 [alpha]-Stable process 1 annuities 1
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Online availability
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Undetermined 2
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Thesis 1
Language
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English 2 Lithuanian 1
Author
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Brown, Hayden 1 Müller, Gernot 1 Norvaiša, Rimas 1 Seibert, Armin 1 Žirgulevičiūtė, Jūratė 1
Institution
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Vilnius University 1
Published in...
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Energy economics 1 International journal of theoretical and applied finance : IJTAF 1
Source
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ECONIS (ZBW) 2 BASE 1
Showing 1 - 3 of 3
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Withdrawal success estimation
Brown, Hayden - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-30
Persistent link: https://www.econbiz.de/10014497232
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Bayesian estimation of stable CARMA spot models for electricity prices
Müller, Gernot; Seibert, Armin - In: Energy economics 78 (2019), pp. 267-277
Persistent link: https://www.econbiz.de/10012159939
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P-variacijos indekso vertinimo ekonometrinis tyrimas
Žirgulevičiūtė, Jūratė - 2009
Darbe taikyta Norvaišos ir Salopk (2002) metodologija funkcijos šiurkštumui nagrinėti remiantis modifikuotu funkcijos grafiko dėžučių skaičiaus indeksu. Funkcijos šiurkštumas nusakomas p-variacijos indeksu, kuris prie tam tikrų sąlygų lygus fraktalo dimensijai. Darbe ištirtos...
Persistent link: https://www.econbiz.de/10009479241
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