Search Results - subject:"Density function"

Maeno, Yoshiharu - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 20, pp. 3412-3426

-ends of the probability density function, and search for the disturbance from the missing spreader. They are tested with …

Persistent link: https://www.econbiz.de/10010873799

A universal algebraic approach for conditional independence

Wang, Jinfang - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 747-773

Persistent link: https://www.econbiz.de/10008456208

A novel approach to degree-hour calculation: Indoor and outdoor reference temperature based degree-hour calculation

Coskun, C. - In: Energy 35 (2010) 6, pp. 2455-2460

This paper presents a novel approach to temperature probability density distribution and function. Probability density functions and frequency are successfully used in wind speed and solar energy analyses in literature. This study applies these data to temperature data analysis. The present...

Persistent link: https://www.econbiz.de/10010808470

Equilibrium preference free pricing of derivatives under the generalized beta distributions

Ikeda, Masayuki - In: Review of derivatives research 13 (2010) 3, pp. 297-332

Persistent link: https://www.econbiz.de/10008695881

Application of Bayesian model averaging in modeling long-term wind speed distributions

Li, Gong; Shi, Jing - In: Renewable Energy 35 (2010) 6, pp. 1192-1202

density function (PDF) of the wind speed is an average of the model PDFs included in the model space weighted by their …

Persistent link: https://www.econbiz.de/10010805289

Optimal site matching of wind turbine generator: Case study of the Gulf of Suez region in Egypt

EL-Shimy, M. - In: Renewable Energy 35 (2010) 8, pp. 1870-1878

During the last few years, Egypt has emerged as the leader of wind power in the Middle East and Africa. In the Gulf of Suez region, a continuously expanding large-scale grid-connected wind farm is available at Zafarana site. The Gulf of EL-Zayt site in the Gulf of Suez region is now under...

Persistent link: https://www.econbiz.de/10010805363

On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance

Perron, Pierre; Ren, Linxia - Department of Economics, Boston University - 2010

It has been argued that estimating the spectral density function of a stationary stochastic process at the zero … estimation problem for the long-run variance, using the true value of the spectral density function at frequency zero leads to …

Persistent link: https://www.econbiz.de/10010779462

Power law and multiscaling properties of the Chinese stock market

Bai, Man-Ying; Zhu, Hai-Bo - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 9, pp. 1883-1890

We investigate the cumulative probability density function (PDF) and the multiscaling properties of the returns in the …

Persistent link: https://www.econbiz.de/10010590564

FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS

ZHANG, JUNHUAN; WANG, JUN; SHAO, JIGUANG - In: Advances in Complex Systems (ACS) 13 (2010) 05, pp. 643-657

statistical analysis shows that the probability density function Pθ(τ) of the return intervals τ for both SSE and the simulation …

Persistent link: https://www.econbiz.de/10008672364

The information content of risk-neutral densities: tests based on Hungarian currency option-implied densities

Csavas, Csaba - In: The European Journal of Finance 16 (2010) 7, pp. 657-676

In this paper we test the information content of risk-neutral density functions estimated by the method of Malz [1997. Estimating the probability distribution of the future exchange rate from options prices. Journal of Derivatives 5, no. 2: 18-36]. The main question is whether risk-neutral...

Persistent link: https://www.econbiz.de/10008674502