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Inference for the Tail Paramet...
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Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
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On complexity of multistage stochastic programs under heavy tailed distributions
Jiang, Jie
;
Li, Shengjie
- In:
Operations research letters
49
(
2021
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10012506664
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An efficient algorithm to estimate the change in variance
Qin, Ruibing
;
Ma, Junjie
- In:
Economics letters
168
(
2018
),
pp. 15-17
Persistent link: https://www.econbiz.de/10012016661
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Is empirical granularity high enough to cause aggregate fluctuations? : the closeness to Gaussian
Arata, Yoshiyuki
-
2022
Persistent link: https://www.econbiz.de/10014432033
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5
Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Pan, Jiazhu
;
He, Yali
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 377-395
Persistent link: https://www.econbiz.de/10014372884
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6
The role of granularity in the variance and tail probability of aggregate output
Arata, Yoshiyuki
-
2020
-
Revised: December 2021
Persistent link: https://www.econbiz.de/10014366730
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7
A fully polynomial-time approximation scheme for approximating a sum of random variables
Li, Jian
;
Shi, Tianlin
- In:
Operations research letters
42
(
2014
)
3
,
pp. 197-202
Persistent link: https://www.econbiz.de/10010383194
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Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
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9
Explicit expressions for moments of waiting times in Poisson driven deterministic two-node tandem queues with blocking
Lee, Hochang
;
Seo, Dong-Won
- In:
Operations research letters
43
(
2015
)
2
,
pp. 203-208
Persistent link: https://www.econbiz.de/10010515776
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10
Closed-form formulae for moment, tail probability, and blocking probability of waiting time in a buffer-sharing deterministic system
Yang, Daegyu
;
Seo, Dong-Won
- In:
Operations research letters
45
(
2017
)
5
,
pp. 403-408
Persistent link: https://www.econbiz.de/10011774603
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