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  • Search: subject:"Probability Theory and Stochastic Processes"
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Year of publication
Subject
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Probability Theory and Stochastic Processes 14 Statistics for Business, Management, Economics, Finance, Insurance 9 Econometrics 6 Statistics, general 6 Operations Research/Decision Theory 5 Computer Communication Networks 3 Economic Theory/Quantitative Economics/Mathematical Methods 3 Business and Economics 2 Control 2 Economics / Management Science 2 Engineering 2 Industrial and Operations Engineering 2 Management 2 Operation Research/Decision Theory 2 Production/Logistics 2 Quantitative Finance 2 Statistics for Business/Economics/Mathematical Finance/Insurance 2 Systems Theory 2 Banking 1 Credit risk 1 Derivat 1 Derivative 1 Financial Engineering 1 Financial economics 1 Financial product 1 Finanzinnovation 1 Finanzmathematik 1 Finanzprodukt 1 Hedging 1 Kapitalmarkttheorie 1 Kreditrisiko 1 Mathematical Biology in General 1 Mathematical Modelling and Industrial Mathematics 1 Mathematical and Computational Physics 1 Mathematics 1 Modellierung 1 Science 1 Scientific modelling 1 Social Sciences 1 Statistics and Numeric Data 1
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Online availability
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Free 13 Undetermined 1
Type of publication
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Article 10 Other 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article 8 Book Review 2 Collection of articles of several authors 1 Conference proceedings 1 Konferenzschrift 1 Sammelwerk 1
Language
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English 14
Author
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Kauermann, Göran 2 Kneib, Thomas 2 Okhrin, Yarema 2 Ahn, Hyun-Soo 1 Behnke, Joachim 1 Berger, Ursula 1 Duenyas, Izak 1 Engel, Joachim 1 Friede, Tim 1 Friedrich, Sarah 1 Garczarek, Ursula 1 Glau, Kathrin 1 Grbac, Zorana 1 Haupt, Harry 1 Jahn, Beate 1 Kaufman, David L. 1 Kirch, Claudia 1 Krämer, Walter 1 Küchenhoff, Helmut 1 Langrock, Roland 1 Lewis, Mark E. 1 Löpker, Andreas 1 Maruotti, Antonello 1 Meyer, Marco 1 Münnich, Ralf 1 Oyen, Mark P. 1 Pauly, Markus 1 Radermacher, Walter J. 1 Scherer, Matthias 1 Siebert, Uwe 1 Wilhelm, Adalbert 1 Wolkenhauer, Olaf 1 Woodroofe, Michael B. 1 Zagst, Rudi 1 Zwick, Markus 1 Ötting, Marius 1
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Institution
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück> 1
Published in...
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AStA Advances in Statistical Analysis 6 Statistical Papers 3 Queueing Systems 1 Springer eBook Collection 1 Springer proceedings in mathematics & statistics 1 SpringerLink / Bücher 1
Source
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EconStor 10 BASE 3 ECONIS (ZBW) 1
Showing 1 - 10 of 14
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Editorial: AStA Advances in Statistical Analysis (2023) 107
Haupt, Harry; Kneib, Thomas; Okhrin, Yarema - In: AStA Advances in Statistical Analysis 107 (2023) 3, pp. 393-396
Persistent link: https://www.econbiz.de/10015191358
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Authors’ response: on the role of data, statistics and decisions in a pandemic
Jahn, Beate; Friedrich, Sarah; Behnke, Joachim; Engel, … - In: AStA Advances in Statistical Analysis 106 (2022) 3, pp. 403-405
Persistent link: https://www.econbiz.de/10015205397
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[Rezension] Discussion on On the role of data, statistics and decisions in a pandemic
Berger, Ursula; Kauermann, Göran; Küchenhoff, Helmut - In: AStA Advances in Statistical Analysis 106 (2022) 3, pp. 387-390
The authors make an important contribution presenting a comprehensive and thoughtful overview about the many different aspects of data, statistics and data analyses in times of the recent COVID-19 pandemic discussing all relevant topics. The paper certainly provides a very valuable reflection of...
Persistent link: https://www.econbiz.de/10015327386
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[Rezension] Comment on: On the role of data, statistics and decisions in a pandemic statistics for climate protection and health—dare (more) progress!
Radermacher, Walter J. - In: AStA Advances in Statistical Analysis 106 (2022) 3, pp. 391-397
In the Corona pandemic, it became clear with burning clarity how much good quality statistics are needed, and at the same time how unsuccessful we are at providing such statistics despite the existing technical and methodological possibilities and diverse data sources. It is therefore more than...
Persistent link: https://www.econbiz.de/10015327414
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The Wei–Norman method for the infinite-server queue with phase-type arrivals
Löpker, Andreas - In: Queueing Systems 100 (2022) 3, pp. 221-223
Persistent link: https://www.econbiz.de/10015165772
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Alexander G. Tartakovsky (2020): Sequential change detection and hypothesis—general non-i.i.d. stochastic models and asymptotically optimal rules
Kirch, Claudia - In: Statistical Papers 62 (2021) 3, pp. 1559-1561
Persistent link: https://www.econbiz.de/10014497505
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A copula-based multivariate hidden Markov model for modelling momentum in football
Ötting, Marius; Langrock, Roland; Maruotti, Antonello - In: AStA Advances in Statistical Analysis 107 (2021) 1-2, pp. 9-27
We investigate the potential occurrence of change points—commonly referred to as “momentum shifts”—in the dynamics of football matches. For that purpose, we model minute-by-minute in-game statistics of Bundesliga matches using hidden Markov models (HMMs). To allow for within-state...
Persistent link: https://www.econbiz.de/10014497575
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Dieter Rasch, Rob Verdooren and Jürgen Pilz: Applied statistics: theory and problem solutions with R
Krämer, Walter - In: Statistical Papers 61 (2020) 2, pp. 919-920
Persistent link: https://www.econbiz.de/10014503832
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Editorial
Kauermann, Göran; Kneib, Thomas; Okhrin, Yarema - In: AStA Advances in Statistical Analysis 104 (2020) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10014504087
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Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter
Meyer, Marco - In: Statistical Papers 62 (2020) 2, pp. 1087-1089
Persistent link: https://www.econbiz.de/10014504275
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