Search Results - subject:"Cumulant generating function"

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Generalized autoregressive positive-valued processes

Feunou, Bruno - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 786-800

Persistent link: https://www.econbiz.de/10015053466

Essays in asset pricing

Orlowski, Piotr - 2017

Persistent link: https://www.econbiz.de/10011931494

Hypothesis testing for stochastic PDEs driven by additive noise

Cialenco, Igor; Xu, Liaosha - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 819-866

interest: we find the cumulant generating function of the log-likelihood ratio; obtain sharp large deviation type results for T …

Persistent link: https://www.econbiz.de/10011194149

Second order branching process with continuous state space

Kashikar, Akanksha S.; Deshmukh, S.R. - In: Statistics & Probability Letters 82 (2012) 11, pp. 1930-1934

We study an extension of a branching process with continuous state space to account for higher order dependence. Probabilistic properties such as extinction probability, mean, variance and the limiting behaviour of the generation sizes are discussed.

Persistent link: https://www.econbiz.de/10010593930

Limits on Log Odds Ratios for Unidimensional Item Response Theory Models

Haberman, Shelby; Holland, Paul; Sinharay, Sandip - In: Psychometrika 72 (2007) 4, pp. 551-561

Persistent link: https://www.econbiz.de/10005757977