Search results

From MaRDI portal
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)
  • Closed-form formula for conditional moments of generalized nonlinear drift CEV process 2022-06-03 Paper Analytical formula for conditional expectations of path-dependent...
    10 bytes (16 words) - 22:43, 24 September 2023
  • Publication Date of Publication Type Representations of moments using lower-order conditional moments 2006-10-30 Paper...
    10 bytes (17 words) - 10:22, 6 October 2023
  • moment and conditional moment generating functions of generalized order statistics 2006-01-16 Paper Characterizations of finite mixtures using moments and conditional...
    10 bytes (22 words) - 21:13, 9 December 2023
  • Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions 2015-06-24 Paper Nonparametric estimation of the conditional tail copula 2015-06-12...
    10 bytes (16 words) - 03:36, 9 December 2023
  • the CUE estimator and a modification with moments 2016-08-12 Paper Choosing instrumental variables in conditional moment restriction models 2016-07-18 Paper...
    10 bytes (19 words) - 14:43, 10 December 2023
  • the conditional tail moment with application to reinsurance rating 2023-02-01 Paper Nonparametric estimation of conditional marginal excess moments 2022-12-06...
    10 bytes (16 words) - 23:04, 9 December 2023
  • estimation of conditional marginal excess moments 2022-12-06 Paper Measuring and comparing risks of different types 2022-03-10 Paper Conditional marginal expected...
    10 bytes (16 words) - 13:27, 7 December 2023
  • 2005-12-11 Paper On the Maximum Correlation Coefficient 2005-10-28 Paper Conditional moments of \(q\)-Meixner processes 2005-06-15 Paper Probabilistic aspects...
    10 bytes (16 words) - 01:49, 9 December 2023
  • Corrigendum to: ``Estimating stochastic volatility diffusion using conditional moments of integrated volatility 2016-04-18 Paper Exploiting the errors: a...
    10 bytes (16 words) - 20:48, 9 December 2023
  • estimation with kernel regression on high order moments 2014-01-10 Paper A moment estimator for the conditional extreme-value index 2013-09-26 Paper Estimating...
    10 bytes (17 words) - 14:47, 10 December 2023
  • Doppler shift 2002-12-02 Paper Generalized Wigner distributions, moments and conditional correspondence rules 2002-10-17 Paper On an ambiguity in the definition...
    10 bytes (18 words) - 03:37, 9 December 2023
  • 2009-02-06 Paper Moments of minors of Wishart matrices 2008-11-18 Paper The noncentral Wishart as an exponential family, and its moments 2008-08-06 Paper...
    10 bytes (17 words) - 17:28, 8 December 2023
  • de/entity/Q5255159 2015-06-12 Paper Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data 2014-12-03 Paper https://portal...
    10 bytes (16 words) - 00:07, 10 December 2023
  • 2022-09-21 Paper Moments of continuous-state branching processes in Lévy random environments 2022-07-01 Paper Second-order conditional Lie-Bäcklund symmetry...
    10 bytes (17 words) - 01:08, 10 December 2023
  • Characterizations from Relationships Between Failure Rate Functions and Conditional Moments 2006-04-28 Paper Some results on residual entropy function 2006-01-31...
    10 bytes (18 words) - 15:46, 7 December 2023
  • of conditional autoregressive heteroscedasticity for threshold autoregressive models 2002-10-08 Paper A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES...
    10 bytes (17 words) - 21:49, 10 December 2023
  • models 2014-04-03 Paper On the moments of ratios of quadratic forms in normal random variables 2014-01-10 Paper On the moments of ratios of quadratic forms...
    10 bytes (16 words) - 01:35, 10 December 2023
  • Estimation of high conditional quantiles using the Hill estimator of the tail index 2016-05-20 Paper Estimation of extreme conditional quantiles through...
    10 bytes (17 words) - 02:08, 10 December 2023
  • conditions for the existence of conditional moments of stable random variables 1995-05-23 Paper How do conditional moments of stable vectors depend on the...
    10 bytes (18 words) - 12:35, 13 December 2023
  • properties of moments matrices 2012-10-04 Paper Canonical sequence method applied to a two-dimensional spin system 2011-07-26 Paper A generalized moments expansion...
    10 bytes (18 words) - 23:58, 11 December 2023
View (previous 20 | ) (20 | 50 | 100 | 250 | 500)