Search Results - subject:"generating function"

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

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

Nonlinear cointegrating regressions with nonstationary nonlinear heteroskedasticity

Li, Zheng; Tu, Yundong - In: Econometric reviews 44 (2025) 9, pp. 1361-1390

Persistent link: https://www.econbiz.de/10015554909

Dynamic analysis of the time-dependent progress of h-index

Parlar, Mahmut - In: INFOR : information systems and operational research 63 (2025) 4, pp. 886-912

Persistent link: https://www.econbiz.de/10015650523

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

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

Persistent link: https://www.econbiz.de/10013428842

Essays in asset pricing

Orlowski, Piotr - 2017

Persistent link: https://www.econbiz.de/10011931494

Valuations of generalized variance swaps under the jump-diffusion model with stochastic liquidity risk

Wang, Ke; Guo, Xun-xiang; Zhang, Hong-yu - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014581051

Generalized autoregressive positive-valued processes

Feunou, Bruno - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 786-800

Persistent link: https://www.econbiz.de/10015053466

Joint module importance measures for multistate systems

Chacko, V. M.; Sania, Ann - In: Opsearch : journal of the Operational Research Society … 61 (2024) 3, pp. 1093-1107

Persistent link: https://www.econbiz.de/10015127275