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  • Search: subject:"Generating function"
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Year of publication
Subject
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Probability generating function 35 probability generating function 24 Theorie 20 generating function 20 Theory 19 Markov chain 17 Moment generating function 16 Stochastic process 14 Stochastischer Prozess 14 moment generating function 14 Queueing theory 12 Generating function 11 Warteschlangentheorie 11 Probability theory 10 Wahrscheinlichkeitsrechnung 10 Maximum likelihood estimation 9 Universal generating function 9 probability 9 Estimation theory 8 Schätztheorie 8 waiting time 8 equation 7 equations 7 normal distribution 7 probability distribution 7 random variables 7 Economic models 6 Option pricing theory 6 Optionspreistheorie 6 Reliability 6 Statistical distribution 6 Statistische Verteilung 6 probabilities 6 random variable 6 skewness 6 statistics 6 Markov-Kette 5 Poisson distribution 5 Run 5 Volatility 5
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Online availability
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Undetermined 135 Free 47 CC license 5
Type of publication
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Article 164 Book / Working Paper 32
Type of publication (narrower categories)
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Article in journal 47 Aufsatz in Zeitschrift 47 Article 8 Working Paper 6 Graue Literatur 3 Non-commercial literature 3 research-article 3 Arbeitspapier 2 Aufsatz im Buch 2 Book section 2 Collection of articles of several authors 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1
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Language
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Undetermined 115 English 81
Author
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Aki, Sigeo 20 Inoue, Kiyoshi 9 Balakrishnan, N. 7 Antzoulakos, Demetrios 5 Hirano, Katuomi 5 Kumar, Akshay 5 Uchida, Masayuki 4 Bao, Zhenhua 3 Chambers, Marcus J. 3 Escobar, Marcos 3 Han, Qing 3 Krichene, Noureddine 3 Kumar, C. Satheesh 3 Liu, He 3 Philippou, Andreas 3 Sharafi, M. 3 Wan, Guanghua 3 Adékambi, Franck 2 Agu, Friday Ikechukwu 2 Aki, S. 2 Aleem, M. 2 Basu, Amitabh 2 Behboodian, J. 2 Blanc, Hans 2 Brännäs, Kurt 2 Doll, Monika 2 Eghwerido, Joseph Thomas 2 Essiomle, Kokou 2 Ghomrasni, Raouf 2 Gong, Zhenxian 2 Guo, Alan 2 Gupta, Arjun K. 2 Hudecová, Šárka 2 Hušková, Marie 2 Jobst, Andreas 2 Karanasos, Menelaos 2 Khan, M. Shuaib 2 Klein, Ingo 2 Kumar, Rakesh 2 Kwon, Yeil 2
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Institution
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International Monetary Fund (IMF) 9 Department of Economics and Related Studies, University of York 2 Institutionen för Nationalekonomi, Umeå Universitet 2 Tilburg University, Center for Economic Research 2 World Institute for Development Economic Research (UNU/WIDER), United Nations University 2 Business School, University of Exeter 1 Department of Economics, Leicester University 1 Department of Economics, University of Waterloo 1 Faculty of Economics, Kyushu Sangyo University 1 School of Economics and Finance, Queen Mary 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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Annals of the Institute of Statistical Mathematics 43 IMF Working Papers 9 Metrika 9 Statistics & Probability Letters 9 Opsearch : journal of the Operational Research Society of India 7 Physica A: Statistical Mechanics and its Applications 4 Statistical Papers / Springer 4 Economic Quality Control 3 European Journal of Operational Research 3 European journal of operational research : EJOR 3 International journal of quality & reliability management 3 Journal of Multivariate Analysis 3 RAIRO 3 AStA Advances in Statistical Analysis 2 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 Finance and Stochastics 2 International Journal of Quality & Reliability Management 2 Journal of Applied Statistics 2 Journal of Informetrics 2 Journal of the Operational Research Society 2 Mathematical methods of operations research 2 Risks 2 Risks : open access journal 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Umeå Economic Studies 2 Working Paper Series / World Institute for Development Economic Research (UNU/WIDER), United Nations University 2 Annals of finance 1 Annals of operations research ; volume 279, numbers 1/2 (August 2019) 1 Annals of operations research ; volume 284, numbers 1 (January 2020) 1 Applied mathematical finance 1 Bulletin of the Czech Econometric Society 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion Papers / Business School, University of Exeter 1 Discussion Papers / Faculty of Economics, Kyushu Sangyo University 1
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Source
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RePEc 129 ECONIS (ZBW) 52 EconStor 12 Other ZBW resources 3
Showing 51 - 60 of 196
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Jackknife bias reduction in autoregressive models with a unit root
Chambers, Marcus J.; Kyriacou, Maria - Volkswirtschaftliche Fakultät, … - 2012
distributions, and the joint moment generating function of the numerator and denominator of these distributions (which are func …
Persistent link: https://www.econbiz.de/10011260303
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From Stress to Costress; Stress Testing Interconnected Banking Systems
Maino, Rodolfo; Tintchev, Kalin - International Monetary Fund (IMF) - 2012
This paper presents an integrated framework for assessing systemic risk. The framework models banks’ capital asset ratios as a function of future losses and credit growth using a generalized method of moments to calibrate shocks to credit quality and credit growth. The analysis is...
Persistent link: https://www.econbiz.de/10009654147
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Distribution and double generating function of number of patterns in a sequence of Markov dependent multistate trials
Chang, Yung-Ming; Fu, James; Lin, Han-Ying - In: Annals of the Institute of Statistical Mathematics 64 (2012) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10010848653
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Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael; Li, Bingqing; Li, Guozhen; Wu, Rongwen - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
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Computations of the signature reliability of the coherent system
Kumar, Akshay; Singh, S. B. - In: International journal of quality & reliability management 34 (2017) 6, pp. 785-797
Persistent link: https://www.econbiz.de/10011723317
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On compound sums under dependence
Eryilmaz, Serkan - In: Insurance 72 (2017), pp. 228-234
Persistent link: https://www.econbiz.de/10011694663
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Computations of the signature reliability of the coherent system
Kumar, Akshay; Singh, S.B. - In: International Journal of Quality & Reliability Management 34 (2017) 6, pp. 785-797
systems, the authors have evaluated a mathematical structure using universal generating function. Findings Using the universal … generating function technique, the authors evaluate tail signature, Barlow-Proschan index, expected lifetime and expected cost …. Originality/value In this paper, the authors have developed a coherent systems based on the universal generating function …
Persistent link: https://www.econbiz.de/10014802175
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Estimation methods of theree parameters discrete generalized exponential distribution
Khan, M. Shuaib; Aleem, M.; Shah, Muhammad Akbar Ali - In: Pakistan journal of commerce and social sciences 4 (2010) 2, pp. 156-165
estimation, moment generating function, maximum likelihood estimation and L-moment estimation are derived for this infinite …
Persistent link: https://www.econbiz.de/10011923294
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Estimation methods of theree parameters discrete generalized exponential distribution
Khan, M. Shuaib; Aleem, M.; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 4 (2010) 2, pp. 156-165
estimation, moment generating function, maximum likelihood estimation and L-moment estimation are derived for this infinite …
Persistent link: https://www.econbiz.de/10011938265
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Computing exact bundle compliance control charts via probability generating functions
Chen, Binchao; Matis, Timothy; Benneyan, James - In: Health care management science 19 (2016) 2, pp. 103-110
Persistent link: https://www.econbiz.de/10011498377
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