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  • Search: subject:"Generating function"
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Year of publication
Subject
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generating function 14 moment generating function 9 probability 9 Theorie 7 equation 7 equations 7 probability distribution 7 random variables 7 Economic models 6 Theory 6 normal distribution 6 probabilities 6 random variable 6 statistics 6 Estimation theory 5 Schätztheorie 5 computation 5 correlation 5 covariance 5 kurtosis 5 logarithm 5 probability density 5 probability density function 5 skewness 5 China 4 Risk management 4 Statistical distribution 4 Statistische Verteilung 4 Stochastic process 4 Stochastischer Prozess 4 calibration 4 characteristic function 4 integral 4 maximum likelihood estimator 4 minimization 4 optimization 4 poisson process 4 polynomial 4 probability distributions 4 samples 4
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Online availability
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Free 48 CC license 5
Type of publication
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Book / Working Paper 28 Article 20
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Article 8 Working Paper 6 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Collection of articles of several authors 1 Hochschulschrift 1 Sammelwerk 1
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Language
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English 37 Undetermined 11
Author
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Chambers, Marcus J. 3 Escobar, Marcos 3 Krichene, Noureddine 3 Wan, Guanghua 3 Adékambi, Franck 2 Agu, Friday Ikechukwu 2 Aleem, M. 2 Bao, Zhenhua 2 Blanc, Hans 2 Doll, Monika 2 Eghwerido, Joseph Thomas 2 Essiomle, Kokou 2 Ghomrasni, Raouf 2 Gong, Zhenxian 2 Hudecová, Šárka 2 Hušková, Marie 2 Jobst, Andreas 2 Karanasos, Menelaos 2 Khan, M. Shuaib 2 Klein, Ingo 2 Kwon, Yeil 2 Kyriacou, Maria 2 Liu, He 2 Meintanis, Simos G. 2 Shah, Muhammad Akbar Ali 2 Zhou, Zhangyue 2 Avesani, Renzo G. 1 Dhami, Sanjit 1 El Hallaoui, Issmail 1 Gallardo, Rosa Karina 1 Gendreau, Michel 1 Goutte, Stéphane 1 Holcomb, Rodney B. 1 Hou, Yangyang 1 Johannes, Ron 1 Kitazawa, Yoshitsugu 1 Liu, Kexue 1 Lusk, Jayson L. 1 Maino, Rodolfo 1 Mirestean, Alin 1
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Institution
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International Monetary Fund (IMF) 9 Department of Economics and Related Studies, University of York 2 Tilburg University, Center for Economic Research 2 World Institute for Development Economic Research (UNU/WIDER), United Nations University 2 Department of Economics, Leicester University 1 Department of Economics, University of Waterloo 1 Faculty of Economics, Kyushu Sangyo University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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IMF Working Papers 9 Discussion Paper / Tilburg University, Center for Economic Research 2 Discussion Papers / Department of Economics and Related Studies, University of York 2 Econometrics 2 Econometrics : open access journal 2 Risks 2 Risks : open access journal 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Working Paper Series / World Institute for Development Economic Research (UNU/WIDER), United Nations University 2 Discussion Papers / Faculty of Economics, Kyushu Sangyo University 1 Discussion Papers in Economics 1 Economics Papers from University Paris Dauphine 1 Energies 1 FAU Discussion Papers in Economics 1 FAU discussion papers in economics 1 Finance research letters 1 Informatica Economica 1 Journal of Agricultural and Applied Economics 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Les cahiers du GERAD 1 MPRA Paper 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of commerce and social sciences 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Statistics in Transition New Series 1 Statistics in Transition new series (SiTns) 1 WIDER Discussion Paper 1 WIDER Research Paper 1 Working Papers / Department of Economics, University of Waterloo 1
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Source
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RePEc 24 ECONIS (ZBW) 12 EconStor 12
Showing 1 - 10 of 48
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The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015197067
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Integer linear programming for a constant demand in redundancy allocation multistate series-parallel problem
Ouzineb, Mohamed; El Hallaoui, Issmail; Gendreau, Michel - 2023
Persistent link: https://www.econbiz.de/10014329030
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A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
Kwon, Yeil - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 27-47
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type...
Persistent link: https://www.econbiz.de/10013444144
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A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution
Kwon, Yeil - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 27-47
A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type...
Persistent link: https://www.econbiz.de/10013428842
Saved in:
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Agu-Eghwerido distribution, regression model and applications
Agu, Friday Ikechukwu; Eghwerido, Joseph Thomas - In: Statistics in Transition New Series 22 (2021) 4, pp. 59-76
Modelling lifetime data with simple mathematical representations and an ease in obtain ing the parameter estimate of survival models are crucial quests pursued by survival re searchers. In this paper, we derived and introduced a one-parameter distribution called the Agu-Eghwerido (AGUE)...
Persistent link: https://www.econbiz.de/10013444107
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Mean-reverting 4/2 principal components model: Financial applications
Escobar, Marcos; Gong, Zhenxian - In: Risks 9 (2021) 8, pp. 1-23
In this paper, we propose a new multivariate mean-reverting model incorporating state-of-the art 4/2 stochastic volatility and a convenient principal component stochastic volatility (PCSV) decomposition for the stochastic covariance. We find a quasi closed-form characteristic function and...
Persistent link: https://www.econbiz.de/10013200805
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Goodness-of-fit tests for bivariate time series of counts
Hudecová, Šárka; Hušková, Marie; Meintanis, Simos G. - In: Econometrics 9 (2021) 1, pp. 1-20
statistics are based on an L2-type distance between two estimators of the probability generating function of the observations …
Persistent link: https://www.econbiz.de/10012696315
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Mean-reverting 4/2 principal components model : financial applications
Escobar, Marcos; Gong, Zhenxian - In: Risks : open access journal 9 (2021) 8, pp. 1-23
In this paper, we propose a new multivariate mean-reverting model incorporating state-of-the art 4/2 stochastic volatility and a convenient principal component stochastic volatility (PCSV) decomposition for the stochastic covariance. We find a quasi closed-form characteristic function and...
Persistent link: https://www.econbiz.de/10012612366
Saved in:
Cover Image
Agu-Eghwerido distribution, regression model and applications
Agu, Friday Ikechukwu; Eghwerido, Joseph Thomas - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 59-76
Modelling lifetime data with simple mathematical representations and an ease in obtain ing the parameter estimate of survival models are crucial quests pursued by survival re searchers. In this paper, we derived and introduced a one-parameter distribution called the Agu-Eghwerido (AGUE)...
Persistent link: https://www.econbiz.de/10012818168
Saved in:
Cover Image
Goodness-of-fit tests for bivariate time series of counts
Hudecová, Šárka; Hušková, Marie; Meintanis, Simos G. - In: Econometrics : open access journal 9 (2021) 1/10, pp. 1-20
statistics are based on an L2-type distance between two estimators of the probability generating function of the observations …
Persistent link: https://www.econbiz.de/10012483304
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