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Estimating the Gerber-Shiu function by Fourier-Sinc series expansion

Zhang, Zhimin - In: Scandinavian actuarial journal (2017) 10, pp. 898-919

Persistent link: https://www.econbiz.de/10011848721

The analysis of the quarterly evolution of the gross domestic product in 2019

Anghelache, Constantin; Iacob, Ștefan Virgil; … - In: Theoretical and applied economics : GAER review 27 (2020) 1/622, pp. 171-182

Persistent link: https://www.econbiz.de/10012642964

Improved calibration estimation of population mean in stratified sampling using two auxiliary variablesh

Oladugba, Abimibola V.; Babatunde, Oluwagbenga T. - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 77-91

In this paper, a new improved calibration estimator for the population mean in a stratified sampling was proposed using … estimator with respect to three estimators considered in the literature for estimating the population mean in a stratified … sampling using two auxiliary variables. The results showed that the new estimator proved to be more efficient than the three …

Persistent link: https://www.econbiz.de/10015125408

Lead-lag and volatility point change estimations for cryptocurrencies

Mutale, Jenipher; Angaman, Ehounou Serge Eloge Florentin; … - In: Journal of banking and financial economics 21 (2024) 1, pp. 54-76

cryptocurrency investment strategies and risk management practices? Using a continuous-time lead-lag estimator and a non …

Persistent link: https://www.econbiz.de/10015334628

The performance of panel cointegration methods: Results from a large scale simulation study

Wagner, Martin; Hlouskova, Jaroslava - 2007

This paper presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999, 2004), Westerlund (2005), Larsson, Lyhagen, and Löthgren (2001) and Breitung (2005); and the estimators...

Persistent link: https://www.econbiz.de/10010293988

ESTIMATION OF THE CENTRAL MOMENTS OF A RANDOM VECTOR BASED ON THE DEFINITION OF THE POWER OF A VECTOR

Budny, Katarzyna - In: Statistics in Transition New Series 18 (2017) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012141657

Exact small sample properties of the instrumental variable estimator: A view from a different angle

Mehlum, Halvor - 2004

I derive the exact small sample properties of the instrumental variables estimator using a trigonometric approach. The …. This approach helps the discussion on what underlies the exact shape of the estimator’s distribution and in particular the …

Persistent link: https://www.econbiz.de/10010284497

NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE.

ULLAH, A.; AHMED, I.A. - University of Western Ontario, Department of Economics - 1989

Persistent link: https://www.econbiz.de/10005515510

CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE.

HWANG, J.T.; ULLAH, A. - University of Western Ontario, Department of Economics - 1989

Persistent link: https://www.econbiz.de/10005515511

TREASURY BI;; YIELD CURVES AND COINTEGRATION.

ANDERSON, H.M.; GRANGER, C.W.G.; HALL, A.D. - Research School of Pacific and Asian Studies, College … - 1990

Persistent link: https://www.econbiz.de/10005478387