Search Results - subject:"generating function"

Lest squares estimation of a zero-truncated count data regression model

Brännäs, Kurt - Institutionen för Nationalekonomi, Umeå Universitet - 1997

old results for the probability generating function. The approximation is evaluated in a small Monte Carlo experiment. In …

Persistent link: https://www.econbiz.de/10005651948

Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions

Balakrishnan, N.; Mohanty, S.; Aki, S. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 155-169

Persistent link: https://www.econbiz.de/10005395547

Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials

Antzoulakos, Demetrios; Philippou, Andreas - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 531-539

Persistent link: https://www.econbiz.de/10005184610

Joint Distributions of Numbers of Success-Runs and Failures Until the First Consecutive k Successes in a Binary Sequence

Balakrishnan, N. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 519-529

Persistent link: https://www.econbiz.de/10005760353

Moment solution to an urn model

Shenton, L.; Bowman, K. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 169-184

Persistent link: https://www.econbiz.de/10005616174

Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials

Aki, S.; Balakrishnan, N.; Mohanty, S. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 773-787

Persistent link: https://www.econbiz.de/10005616318

Derivation of the probability distribution functions for succession quota random variables

Antzoulakos, Demetrios; Philippou, Andreas - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 551-561

Persistent link: https://www.econbiz.de/10005616478

Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models

Karanasos, Menelaos - Department of Economics and Related Studies, University …

The purpose of this paper is to examine the covariance structure of multivariate GARCH (M-GARCH) models that have been introduced in the literature the last fifteen years, and have been greatly favoured by time series analysts and econometricians. In particular, we analyze the second moments of...

Persistent link: https://www.econbiz.de/10005523929

The Covariance Structure of Mixed ARMA Models

Karanasos, Menelaos - Department of Economics and Related Studies, University …

canonical factorization of the autocovariance generating function for the univariate ARMA representations of the component …

Persistent link: https://www.econbiz.de/10005523974

Sooner and later waiting time problems in a two-state Markov chain

Uchida, Masayuki; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 415-433

Persistent link: https://www.econbiz.de/10005616116