Pages that link to "Item:Q4671205"

The following pages link to Statistical Tools for Finance and Insurance (Q4671205):

Displaying 34 items.

• Recovery process model (Q842837) (← links)
• Smoothed L-estimation of regression function (Q1023886) (← links)
• Heavy-tails and regime-switching in electricity prices (Q1028534) (← links)
• Recovery process model for two companies (Q1044237) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution (Q1632660) (← links)
• Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326) (← links)
• A general model of forager search: adaptive encounter-conditional heuristics outperform Lévy flights in the search for patchily distributed prey (Q1714337) (← links)
• Codifference as a practical tool to measure interdependence (Q1783336) (← links)
• Stable and generalized-\(t\) distributions and applications (Q1948247) (← links)
• Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns (Q2051157) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics (Q2152200) (← links)
• Fractional-order mathematical model for calcium distribution in nerve cells (Q2176201) (← links)
• Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)
• Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
• Bayesian neural network priors for edge-preserving inversion (Q2674903) (← links)
• Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry (Q2676431) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
• Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses (Q3193130) (← links)
• e-Learning statistics — a selective review (Q3298629) (← links)
• Fractionally delineate the neuroprotective function of calbindin-D28k in Parkinson’s disease (Q4610296) (← links)
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
• Eigen-Adjusted Functional Principal Component Analysis (Q5057248) (← links)
• Optimal lower barrier on modified surplus process (Q5106869) (← links)
• Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws (Q5129830) (← links)
• COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) (← links)
• Empirical cumulant function based parameter estimation in stable laws (Q5224271) (← links)
• A new approach for extracting the amplitude spectrum of the seismic wavelet from the seismic traces (Q5356952) (← links)
• Self-organisation of random oscillators with Lévy stable distributions (Q5357417) (← links)
• The value of product recall insurance in a price competition with financially constrained suppliers (Q6167358) (← links)