Search Results - subject:"Inverse Gaussian"

Modeling sustainable development of cryptocurrencies by a fractional pure-jump process in DEA framework

Modarresi, Navideh; Darvishi, Moshtagh; Banihashemi, … - 2025

Persistent link: https://www.econbiz.de/10015407067

Using contingent behaviour analysis to estimate benefits from coral reefs in Kume Island, Japan : a Poisson-inverse Gaussian approach with on-site correction

Nohara, Katsuhito; Narukawa, Masaki; Hibiki, Akira - In: The Australian journal of agricultural and resource … 68 (2024) 4, pp. 752-768

Persistent link: https://www.econbiz.de/10015137934

Stochastic modeling of wind derivatives with application to the Alberta energy market

Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26

) and normal inverse Gaussian (NIG) processes, while wind speed and power series will be modeled with an Ornstein …

Persistent link: https://www.econbiz.de/10014497409

Value-at-Risk effectiveness : a high-frequency data approach with semi-heavy tails

Contreras-Valdez, Mario Ivan; Sahu, Sonal; … - In: Risks : open access journal 12 (2024) 3, pp. 1-23

-at-Risk (VaR) for a uniformly weighted portfolio of cryptocurrencies, employing the bivariate Normal Inverse Gaussian distribution … endorsement of the Normal Inverse Gaussian distribution as a potent model for risk measurement, particularly in the domain of high …

Persistent link: https://www.econbiz.de/10014497426

Survival energy models for mortality prediction and future prospects

Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10014320272

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks 9 (2021) 1, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape …

Persistent link: https://www.econbiz.de/10013200689

Dimension reduction via penalized GLMs for non-Gaussian response: Application to stock market volatility

Li, Tao; Desmond, Anthony F.; Stengos, Thanasēs - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-26

financial ratios. Stock market volatility is non-Gaussian distributed. It can be approximated by an inverse Gaussian (IG …

Persistent link: https://www.econbiz.de/10013201266

Inner spike and slab Bayesian nonparametric models

Canale, Antonio; Lijoi, Antonio; Nipoti, Bernardo; … - 2021

Persistent link: https://www.econbiz.de/10013329543

An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount

Tzougas, George; Jeong, Himchan - In: Risks : open access journal 9 (2021) 1/19, pp. 1-17

This article presents the Exponential-Generalized Inverse Gaussian regression model with varying dispersion and shape …

Persistent link: https://www.econbiz.de/10012423047

Dimension reduction via penalized GLMs for non-Gaussian response : application to stock market volatility

Li, Tao; Desmond, Anthony F.; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-26

financial ratios. Stock market volatility is non-Gaussian distributed. It can be approximated by an inverse Gaussian (IG …

Persistent link: https://www.econbiz.de/10012798738