The following pages link to Note on the inversion theorem (Q5808638):
Displaying 44 items.
- Computing the exact distribution of a linear combination of generalized logistic random variables and its applications (Q3390602) (← links)
- The distribution of the ratio of independent central wishart determinants (Q3473226) (← links)
- Testing for the Lack of a Linear Relationship (Q4211733) (← links)
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
- The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution (Q4554537) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK (Q5010074) (← links)
- A generalised Dickman distribution and the number of species in a negative binomial process model (Q5022267) (← links)
- On the Distribution of Linear Combinations of Chi-Square Random Variables (Q5050413) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- Tempered stable processes with time-varying exponential tails (Q5072913) (← links)
- Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables (Q5074424) (← links)
- A practical, effective calculation of gamma difference distributions with open data science tools (Q5086095) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
- Deconvolution of ℙ(X<Y) with unknown error distributions (Q5095983) (← links)
- Bayesian Optimization of Expected Quadratic Loss for Multiresponse Computer Experiments with Internal Noise (Q5119634) (← links)
- Joint confidence region estimation of L-moment ratios with an extension to right censored data (Q5128919) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)
- A direct approach to the stable distributions (Q5197412) (← links)
- Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235) (← links)
- Inversion Theorem Based Kernel Density Estimation for the Ordinary Least Squares Estimator of a Regression Coefficient (Q5265851) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
- Ratio tests under limiting normality (Q5860944) (← links)
- Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function (Q5861446) (← links)
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
- Generalized Poisson--Dirichlet Distributions Based on the Dickman Subordinator (Q5883335) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
- On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables (Q5932162) (← links)
- On the distribution of linear combinations of independent Gumbel random variables (Q5963737) (← links)
- Deconvolution problem of cumulative distribution function with heteroscedastic errors (Q6134382) (← links)
- Approximate option pricing under a two-factor Heston-Kou stochastic volatility model (Q6149566) (← links)
- Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review (Q6149605) (← links)
- On properties and applications of Gaussian subordinated Lévy fields (Q6176163) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)
- Nonparametric estimations for the cumulative distribution functions of random effects in a linear mixed-effects model (Q6549216) (← links)
- An efficient unified approach for spread option pricing in a copula market model (Q6549601) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)
- Nonparametric estimation of \(\mathbb{P}(X<Y)\) from noisy data samples with non-standard error distributions (Q6622515) (← links)
- Nonparametric Panel Estimation of Labor Supply (Q6634859) (← links)
- Portfolio optimization with relative tail risk (Q6644371) (← links)
- An estimation of \(\mathbb{P}(X<Y<Z)\) using repeated observations with unknown noise distribution (Q6662561) (← links)
