Works matching DE "BROWNIAN bridges (Mathematics)"

Results: 275

Estimation and Prediction of a Non-Constant Volatility.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 1, doi. 10.1007/s10690-007-9044-y

By:

Abramov, Vyacheslav;
Klebaner, Fima

Publication type:

Article

Gradual change-point analysis based on Spearman matrices for multivariate time series.

Published in:

Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 3, p. 423, doi. 10.1007/s10463-023-00891-5

By:

Quessy, Jean-François

Publication type:

Article

Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes.

Published in:

Annals of the Institute of Statistical Mathematics, 2022, v. 74, n. 6, p. 1163, doi. 10.1007/s10463-022-00826-6

By:

Dette, Holger;
Kroll, Martin

Publication type:

Article

Is the Brownian bridge a good noise model on the boundary of a circle?

Published in:

Annals of the Institute of Statistical Mathematics, 2017, v. 69, n. 2, p. 389, doi. 10.1007/s10463-015-0546-5

By:

Aletti, Giacomo;
Ruffini, Matteo

Publication type:

Article

Parameter change test for autoregressive conditional duration models.

Published in:

Annals of the Institute of Statistical Mathematics, 2016, v. 68, n. 3, p. 621, doi. 10.1007/s10463-015-0541-x

By:

Lee, Sangyeol;
Oh, Haejune

Publication type:

Article

A simple test for the parametric form of the variance function in nonparametric regression.

Published in:

Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 4, p. 861, doi. 10.1007/s10463-008-0169-1

By:

Dette, Holger;
Hetzler, Benjamin

Publication type:

Article

Positional Error Model of Line Segments with Modeling and Measuring Errors Using Brownian Bridge.

Published in:

Journal of Geodesy & Geoinformation Science, 2023, v. 6, n. 2, p. 1, doi. 10.11947/j.JGGS.2023.0201

By:

Xiaohua TONG;
Lejingyi ZHOU;
Yanmin JIN

Publication type:

Article

STOCHASTIC INTEGRAL REPRESENTATION OF SOME BROWNIAN FUNCTIONAL WITH EXPLICIT EXPRESSION OF INTEGRAND.

Published in:

Reports of Enlarged Sessions of Seminar of I. Vekua Institute of Applied Mathematics, 2020, n. 34, p. 15

By:

Davadze, Sandro;
Giorgadze, Maya;
Purtukhia, Omar

Publication type:

Article

Mean and variance of Brownian motion with given final value, maximum and argmax.

Published in:

Stochastic Models, 2021, v. 37, n. 4, p. 679, doi. 10.1080/15326349.2021.1962724

By:

Riedel, Kurt

Publication type:

Article

On the First Time that a 3-D Bessel Bridge Hits a Boundary.

Published in:

Stochastic Models, 2012, v. 28, n. 4, p. 649, doi. 10.1080/15326349.2012.726046

By:

Hernandez-del-Valle, Gerardo

Publication type:

Article

Tests for the first‐order stochastic dominance.

Published in:

Canadian Journal of Statistics, 2024, v. 52, n. 4, p. 1, doi. 10.1002/cjs.11811

By:

Zhuang, Weiwei;
Wang, Peiming;
Chen, Jiahua

Publication type:

Article

An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives.

Published in:

International Journal of Business & Economics, 2007, v. 6, n. 2, p. 121

By:

Wang, Chou-Wen;
Wu, Ting-Yi

Publication type:

Article

Spatial overlap of gray wolves and ungulate prey changes seasonally corresponding to prey migration.

Published in:

Movement Ecology, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40462-024-00466-w

By:

Wehr, Nathaniel H.;
Moore, Seth A.;
Isaac, Edmund J.;
Kellner, Kenneth F.;
Millspaugh, Joshua J.;
Belant, Jerrold L.

Publication type:

Article

Environmental and anthropogenic influences on movement and foraging in a critically endangered lemur species, Propithecus tattersalli: implications for habitat conservation planning.

Published in:

Movement Ecology, 2022, v. 10, n. 1, p. 1, doi. 10.1186/s40462-022-00320-x

By:

Semel, Meredith A.;
Abernathy, Heather N.;
Semel, Brandon P.;
Cherry, Michael J.;
Ratovoson, Tsioriniaina J. C.;
Moore, Ignacio T.

Publication type:

Article

African wild dog movements show contrasting responses to long and short term risk of encountering lions: analysis using dynamic Brownian bridge movement models.

Published in:

Movement Ecology, 2022, v. 10, n. 1, p. 1, doi. 10.1186/s40462-022-00316-7

By:

Goodheart, Ben;
Creel, Scott;
Vinks, Milan A.;
Banda, Kambwiri;
Reyes de Merkle, Johnathan;
Kusler, Anna;
Dart, Chase;
Banda, Kachama;
Becker, Matthew S.;
Indala, Peter;
Simukonda, Chuma;
Kaluka, Adrian

Publication type:

Article

Quantum Quadratic Brownian Oscillator Model for Absorption Lineshapes.

Published in:

Israel Journal of Chemistry, 2002, v. 42, n. 2/3, p. 143, doi. 10.1560/HG6U-YQMP-8A3G-NERF

By:

Barsegov, Valeri;
Chernyak, Vladimir;
Mukamel, Shaul

Publication type:

Article

Mathematical Methods in Economics (MME 2016) International Conference.

Published in:

2016

By:

Jablonský, Josef

Publication type:

Proceeding

The Gaussian Free Field and SLE<sub>4</sub> on Doubly Connected Domains.

Published in:

Journal of Statistical Physics, 2010, v. 140, n. 1, p. 1, doi. 10.1007/s10955-010-9980-1

By:

Hagendorf, Christian;
Bernard, Denis;
Bauer, Michel

Publication type:

Article

The Asymmetric Exclusion Process and Brownian Excursions.

Published in:

Journal of Statistical Physics, 2004, v. 115, n. 1/2, p. 365, doi. 10.1023/B:JOSS.0000019833.35328.b4

By:

Derrida, B.;
Enaud, C.;
Lebowitz, J. L.

Publication type:

Article

Error propagation in stock-difference and gain-loss estimates of a forest biomass carbon balance.

Published in:

European Journal of Forest Research, 2014, v. 133, n. 6, p. 1137, doi. 10.1007/s10342-014-0828-0

By:

Magnussen, Steen;
Köhl, Michael;
Olschofsky, Konstantin

Publication type:

Article

Pattern-avoiding permutations and Brownian excursion part I: Shapes and fluctuations.

Published in:

Random Structures & Algorithms, 2017, v. 50, n. 3, p. 394, doi. 10.1002/rsa.20677

By:

Hoffman, Christopher;
Rizzolo, Douglas;
Slivken, Erik

Publication type:

Article

A term structure interest rate model with the Brownian bridge lower bound.

Published in:

Annals of Finance, 2024, v. 20, n. 3, p. 301, doi. 10.1007/s10436-024-00439-4

By:

Kikuchi, Kentaro

Publication type:

Article

Constrained dynamic futures portfolios with stochastic basis.

Published in:

Annals of Finance, 2022, v. 18, n. 1, p. 1, doi. 10.1007/s10436-021-00398-0

By:

Chen, Xiaodong;
Leung, Tim;
Zhou, Yang

Publication type:

Article

Universal limits of substitution-closed permutation classes.

Published in:

Journal of the European Mathematical Society (EMS Publishing), 2020, v. 22, n. 11, p. 3565, doi. 10.4171/JEMS/993

By:

Bassino, Frédérique;
Bouvel, Mathilde;
Féray, Valentin;
Gerin, Lucas;
Maazoun, Mickaël;
Pierrot, Adeline

Publication type:

Article

Determining cutoff values of prognostic factors in survival data with competing risks.

Published in:

Computational Statistics, 2016, v. 31, n. 1, p. 369, doi. 10.1007/s00180-015-0582-x

By:

Woo, Sook-young;
Kim, Seonwoo;
Kim, Jinheum

Publication type:

Article

On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance.

Published in:

Operations Research, 2006, v. 54, n. 6, p. 1063, doi. 10.1287/opre.1060.0334

By:

Xiaoqun Wang

Publication type:

Article

Scheduling networks of queues: Heavy traffic analysis of a multistation closed network.

Published in:

Operations Research, 1993, v. 41, n. 4, p. 743, doi. 10.1287/opre.41.4.743

By:

Chevalier, Philippe B.;
Wein, Lawrence M.

Publication type:

Article

High extrema of Gaussian chaos processes.

Published in:

Extremes, 2016, v. 19, n. 2, p. 253, doi. 10.1007/s10687-016-0239-3

By:

Piterbarg, Vladimir

Publication type:

Article

A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate.

Published in:

Computational Economics, 2024, v. 63, n. 5, p. 2069, doi. 10.1007/s10614-023-10394-3

By:

Kim, Sangkwon;
Lyu, Jisang;
Lee, Wonjin;
Park, Eunchae;
Jang, Hanbyeol;
Lee, Chaeyoung;
Kim, Junseok

Publication type:

Article

Strong approximations of three-dimensional Wiener sausages.

Published in:

Acta Mathematica Hungarica, 2007, v. 114, n. 3, p. 205, doi. 10.1007/s10474-006-0525-7

By:

Csáki, E.;
Hu, Y.

Publication type:

Article

Gaussian hemigroups on a locally compact group.

Published in:

Acta Mathematica Hungarica, 2004, v. 103, n. 3, p. 197, doi. 10.1023/B:AMHU.0000028408.90695.59

By:

Heyer, H.;
Pap, Gy.

Publication type:

Article

Missing data interpolation and multi‐sensors integration and its application in accelerated degradation data.

Published in:

Quality & Reliability Engineering International, 2024, v. 40, n. 1, p. 181, doi. 10.1002/qre.3365

By:

Wang, Changxi;
Wu, Tong;
Wang, Ting;
Li, Kang

Publication type:

Article

ON COUPLING OF BROWNIAN BRIDGES.

Published in:

Theory of Probability & Its Applications, 2002, v. 46, n. 1, p. 146

By:

Levental, S.

Publication type:

Article

CONVERGENCE OF NON-LINEAR FUNCTIONALS OF SMOOTHED EMPIRICAL PROCESSES AND KERNEL DENSITY ESTIMATES.

Published in:

Statistics, 2003, v. 37, n. 1, p. 1

By:

Berzin, Corinne;
León, José R.;
Ortega, Joaquín

Publication type:

Article

Weak Hölder Convergence of Smoothed Uniform Quantile Process.

Published in:

Communications in Statistics: Theory & Methods, 2008, v. 37, n. 10, p. 1497, doi. 10.1080/03610920701753878

By:

Hamadouche, D.

Publication type:

Article

An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend.

Published in:

Communications in Statistics: Theory & Methods, 2007, v. 36, n. 16, p. 2821, doi. 10.1080/03610920701386943

By:

Bischoff, Wolfgang;
Hashorva, Enkelejd;
Hüsler, Jürg

Publication type:

Article

Test for Parameter Change in Linear Processes Based on Whittle's Estimator.

Published in:

Communications in Statistics: Theory & Methods, 2007, v. 36, n. 11, p. 2129, doi. 10.1080/03610920601143881

By:

Lee, Taewook;
Lee, Sangyeol

Publication type:

Article

Optimal Timing to Trade along a Randomized Brownian Bridge.

Published in:

International Journal of Financial Studies, 2018, v. 6, n. 3, p. 75, doi. 10.3390/ijfs6030075

By:

Leung, Tim;
Li, Jiao;
Li, Xin

Publication type:

Article

Semi closed-form pricing autocallable ELS using Brownian Bridge.

Published in:

Communications for Statistical Applications & Methods, 2021, v. 28, n. 3, p. 251, doi. 10.29220/CSAM.2021.28.3.251

By:

Minha Lee;
Jimin Hong

Publication type:

Article

Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing.

Published in:

Quantitative Finance, 2023, v. 23, n. 2, p. 209, doi. 10.1080/14697688.2022.2135455

By:

Bayer, Christian;
Ben Hammouda, Chiheb;
Tempone, Raúl

Publication type:

Article

Bridge homogeneous volatility estimators.

Published in:

Quantitative Finance, 2014, v. 14, n. 1, p. 87, doi. 10.1080/14697688.2013.819985

By:

Saichev, A.;
Sornette, D.;
Filimonov, V.;
Corsi, F.

Publication type:

Article

Habitat use and movement patterns of broad-snouted caimans (Caiman latirostris) in an impacted Atlantic forest environment in Brazil.

Published in:

Animal Biotelemetry, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40317-024-00388-9

By:

Mascarenhas-Junior, Paulo B.;
Strickland, Bradley A.;
Heithaus, Michael R.;
Correia, Jozelia M. S.;
Simões, Pedro I.

Publication type:

Article

Modeling regional occupancy of fishes using acoustic telemetry: a model comparison framework applied to lake trout.

Published in:

Animal Biotelemetry, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40317-024-00380-3

By:

Futia, Matthew H.;
Binder, Thomas R.;
Henderson, Mark;
Marsden, J. Ellen

Publication type:

Article

Home range, site fidelity, and movements of timber rattlesnakes (Crotalus horridus) in west-central Illinois.

Published in:

Animal Biotelemetry, 2024, v. 12, n. 1, p. 1, doi. 10.1186/s40317-023-00357-8

By:

Eckert, Scott A.;
Jesper, Andrew C.

Publication type:

Article

Large- and small-scale movement and distribution of acoustically tagged lake sturgeon (Acipenser fulvescens) in eastern Lake Erie.

Published in:

Animal Biotelemetry, 2021, v. 9, n. 1, p. 1, doi. 10.1186/s40317-021-00263-x

By:

Withers, Jonah L.;
Takade-Heumacher, Helen;
Davis, Lori;
Neuenhoff, Rachel;
Albeke, Shannon E.;
Sweka, John A.

Publication type:

Article

Modeling of Time Geographical Kernel Density Function under Network Constraints.

Published in:

ISPRS International Journal of Geo-Information, 2022, v. 11, n. 3, p. 184, doi. 10.3390/ijgi11030184

By:

Yin, Zhangcai;
Huang, Kuan;
Ying, Shen;
Huang, Wei;
Kang, Ziqiang

Publication type:

Article

Optimising Poisson bridge constructions for variance reduction methods.

Published in:

Monte Carlo Methods & Applications, 2021, v. 27, n. 3, p. 249, doi. 10.1515/mcma-2021-2090

By:

Beentjes, Casper H. L.

Publication type:

Article

Double-barrier first-passage times of jump-diffusion processes.

Published in:

Monte Carlo Methods & Applications, 2013, v. 19, n. 2, p. 107, doi. 10.1515/mcma-2013-0005

By:

Fernández, Lexuri;
Hieber, Peter;
Scherer, Matthias

Publication type:

Article

Pricing of barrier options by marginal functional quantization.

Published in:

Monte Carlo Methods & Applications, 2011, v. 17, n. 4, p. 371, doi. 10.1515/mcma.2011.015

By:

Sagna, Abass

Publication type:

Article

Stratified sampling and quasi-Monte Carlo simulation of Lévy processes.

Published in:

Monte Carlo Methods & Applications, 2006, v. 12, n. 3/4, p. 231, doi. 10.1515/156939606778705155

By:

Leobacher, G.

Publication type:

Article