Modelling and Pricing Temperature Using Ornstein-Uhlenbeck Process with Stochastic Speed of Mean Reversion.
- Published in:
- Matematika, 2025, v. 41, n. 1, p. 109
- By:
- Publication type:
- Article
Works about INVERSE Gaussian distribution
Results: 317
1
2
A Novel Two‐Parameter Estimation Technique for Handling Multicollinearity in Inverse Gaussian Regression Model.
- Published in:
- Journal of Chemometrics, 2025, v. 39, n. 5, p. 1, doi. 10.1002/cem.70032
- By:
- Publication type:
- Article
3
Decomposing Duration Dependence in a Stopping Time Model.
- Published in:
- Review of Economic Studies, 2024, v. 91, n. 6, p. 3151, doi. 10.1093/restud/rdad109
- By:
- Publication type:
- Article
4
Marked Point Process Secretory Events Statistically Characterize Leptin Pulsatile Dynamics.
- Published in:
- Journal of the Endocrine Society, 2024, v. 8, n. 10, p. 1, doi. 10.1210/jendso/bvae149
- By:
- Publication type:
- Article
5
Past, present and future of a meandering river in the Bolivian Amazon basin.
- Published in:
- Earth Surface Processes & Landforms, 2021, v. 46, n. 4, p. 715, doi. 10.1002/esp.5058
- By:
- Publication type:
- Article
6
A SIMULATION STUDY TO COMPARE SEVERAL ESTIMATORS FOR SCALE PARAMETER OF INVERSE GAUSSIAN DISTRIBUTION.
- Published in:
- International Journal of Agricultural & Statistical Sciences, 2020, v. 16, p. 2007
- By:
- Publication type:
- Article
7
On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure.
- Published in:
- Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1358894
- By:
- Publication type:
- Article
8
New highly efficient high‐breakdown estimator of multivariate scatter and location for elliptical distributions.
- Published in:
- Canadian Journal of Statistics, 2024, v. 52, n. 2, p. 437, doi. 10.1002/cjs.11770
- By:
- Publication type:
- Article
9
A Bayesian Multiresolution Approach for Noise Removal in Medical Magnetic Resonance Images.
- Published in:
- Journal of Intelligent Systems, 2020, v. 29, n. 1, p. 189, doi. 10.1515/jisys-2017-0402
- By:
- Publication type:
- Article
10
Categorized UWB On-Body Radio Channel Modeling for WBANs.
- Published in:
- Progress in Electromagnetics Research B, 2016, v. 67, p. 1, doi. 10.2528/pierb15123101
- By:
- Publication type:
- Article
11
INVERSE THEOREM FOR AN ITERATIVE COMBINATION OF BERNSTEIN-DURRMEYER POLYNOMIALS.
- Published in:
- Studia Universitatis Babeş-Bolyai, Mathematica, 2009, n. 4, p. 153
- By:
- Publication type:
- Article
12
Monte Carlo simulation based toy model for fission process.
- Published in:
- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2016, v. 27, n. 3, p. -1, doi. 10.1142/S0129183116500303
- By:
- Publication type:
- Article
13
Developing Bayesian EWMA chart for change detection in the shape parameter of Inverse Gaussian process.
- Published in:
- PLoS ONE, 2024, v. 19, n. 5, p. 1, doi. 10.1371/journal.pone.0301259
- By:
- Publication type:
- Article
14
NOVEL ENSEMBLE TECHNIQUES FOR REGRESSION WITH MISSING DATA.
- Published in:
- New Mathematics & Natural Computation, 2009, v. 5, n. 3, p. 635, doi. 10.1142/S1793005709001477
- By:
- Publication type:
- Article
15
Simulations of full multivariate Tweedie with flexible dependence structure.
- Published in:
- Computational Statistics, 2016, v. 31, n. 4, p. 1477, doi. 10.1007/s00180-015-0617-3
- By:
- Publication type:
- Article
16
Study of compound generalized Nakagami-generalized inverse Gaussian distribution and related densities: application to ultrasound imaging.
- Published in:
- Computational Statistics, 2015, v. 30, n. 1, p. 81, doi. 10.1007/s00180-014-0522-1
- By:
- Publication type:
- Article
17
Slepian noise approach for gaussian and Laplace moving average processes.
- Published in:
- Extremes, 2015, v. 18, n. 4, p. 665, doi. 10.1007/s10687-015-0227-z
- By:
- Publication type:
- Article
18
Discriminating among inverse Weibull, lognormal, and inverse Gaussian distributions.
- Published in:
- Quality & Reliability Engineering International, 2024, v. 40, n. 4, p. 1698, doi. 10.1002/qre.3484
- By:
- Publication type:
- Article
19
Optimum degradation test sampling plan for the Wiener process.
- Published in:
- Quality & Reliability Engineering International, 2023, v. 39, n. 1, p. 268, doi. 10.1002/qre.3236
- By:
- Publication type:
- Article
20
Interval estimation for inverse Gaussian distribution.
- Published in:
- Quality & Reliability Engineering International, 2021, v. 37, n. 5, p. 2263, doi. 10.1002/qre.2856
- By:
- Publication type:
- Article
21
A class of generalized Birnbaum‐Saunders distributions for reliability modeling.
- Published in:
- Quality & Reliability Engineering International, 2021, v. 37, n. 5, p. 1772, doi. 10.1002/qre.2826
- By:
- Publication type:
- Article
22
Inverse Gaussian process model with frailty term in reliability analysis.
- Published in:
- Quality & Reliability Engineering International, 2021, v. 37, n. 2, p. 763, doi. 10.1002/qre.2762
- By:
- Publication type:
- Article
23
Conditional Probabilities of Hellenic Arc Earthquakes Based on Different Distribution Models.
- Published in:
- Pure & Applied Geophysics, 2020, v. 177, n. 11, p. 5133, doi. 10.1007/s00024-020-02576-z
- By:
- Publication type:
- Article
24
A Bimodal Hybrid Model for Time-Dependent Probabilistic Seismic Hazard Analysis.
- Published in:
- Pure & Applied Geophysics, 2018, v. 175, n. 8, p. 2669, doi. 10.1007/s00024-018-1839-4
- By:
- Publication type:
- Article
25
An alternative derivation of the distributions of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution.
- Published in:
- Biometrika, 2005, v. 92, n. 4, p. 975, doi. 10.1093/biomet/92.4.975
- By:
- Publication type:
- Article
26
A proof of the conjecture on positive skewness of generalised inverse Gaussian distributions.
- Published in:
- Biometrika, 2003, v. 90, n. 1, p. 245, doi. 10.1093/biomet/90.1.245
- By:
- Publication type:
- Article
27
Cumulant Plots for Assessing the Gamma Distribution.
- Published in:
- Communications in Statistics: Theory & Methods, 2010, v. 39, n. 4, p. 626, doi. 10.1080/03610920902774244
- By:
- Publication type:
- Article
28
R-Symmetry and the Power Functions of the Tests for Inverse Gaussian Means.
- Published in:
- Communications in Statistics: Theory & Methods, 2009, v. 38, n. 13, p. 2178, doi. 10.1080/03610920802499496
- By:
- Publication type:
- Article
29
Inference on Overlap for Two Inverse Gaussian Populations: Equal Means Case.
- Published in:
- Communications in Statistics: Theory & Methods, 2008, v. 37, n. 12, p. 1880, doi. 10.1080/03610920801893848
- By:
- Publication type:
- Article
30
Comparison of parameter estimation methods for normal inverse Gaussian distribution.
- Published in:
- Communications for Statistical Applications & Methods, 2020, v. 27, n. 1, p. 97, doi. 10.29220/CSAM.2020.27.1.097
- By:
- Publication type:
- Article
31
Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models.
- Published in:
- Quantitative Finance, 2022, v. 22, n. 4, p. 675, doi. 10.1080/14697688.2021.1998585
- By:
- Publication type:
- Article
32
Marginal consistent dependence modelling using weak subordination for Brownian motions.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 11, p. 1909, doi. 10.1080/14697688.2018.1439182
- By:
- Publication type:
- Article
33
A note on “Modelling exchange rate returns: which flexible distribution to use?”.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 11, p. 1777, doi. 10.1080/14697688.2015.1032997
- By:
- Publication type:
- Article
34
Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 6, p. 919, doi. 10.1080/14697688.2012.696678
- By:
- Publication type:
- Article
35
Modeling the distribution of day-ahead electricity returns: a comparison.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 12, p. 1935, doi. 10.1080/14697688.2010.502540
- By:
- Publication type:
- Article
36
Forecasts of Power-transformed Series.
- Published in:
- Journal of Forecasting, 1987, v. 6, n. 4, p. 239, doi. 10.1002/for.3980060403
- By:
- Publication type:
- Article
37
Variable control charts based on Exponential-Gamma distribution.
- Published in:
- Electronic Journal of Applied Statistical Analysis, 2015, v. 8, n. 1, p. 57, doi. 10.1285/i20705948v8n1p57
- By:
- Publication type:
- Article
38
A unified description of cerebellar inter-spike interval distributions and variabilities using summation of Gaussians.
- Published in:
- Network: Computation in Neural Systems, 2011, v. 22, n. 1-4, p. 74, doi. 10.3109/0954898X.2011.636860
- By:
- Publication type:
- Article
39
The Inverse Gaussian Distribution (Book).
- Published in:
- 1990
- By:
- Publication type:
- Book Review
40
Inverse Gaussian Ratio Estimation.
- Published in:
- Journal of the Royal Statistical Society: Series C (Applied Statistics), 1986, v. 35, n. 1, p. 8, doi. 10.2307/2347859
- By:
- Publication type:
- Article
41
Unveiling patterns and trends in research on cumulative damage models for statistical and reliability analyses: Bibliometric and thematic explorations with data analytics.
- Published in:
- Chilean Journal of Statistics (ChJS), 2024, v. 15, n. 1, p. 81, doi. 10.32372/ChJS.15-01-05
- By:
- Publication type:
- Article
42
Moment-Implied Densities: Properties and Applications.
- Published in:
- Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 88, doi. 10.1080/07350015.2013.847842
- By:
- Publication type:
- Article
43
Realization of Self-Preserving Size Distribution Theory for the Evolution of Tropospheric Atmospheric Aerosols through an Inverse Gaussian Distribution.
- Published in:
- Journal of the Atmospheric Sciences, 2021, v. 78, n. 7, p. 2143, doi. 10.1175/JAS-D-20-0273.1
- By:
- Publication type:
- Article
44
Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults.
- Published in:
- Journal of the American Statistical Association, 2021, v. 116, n. 535, p. 1114, doi. 10.1080/01621459.2020.1801448
- By:
- Publication type:
- Article
45
"A Purchase Incidence Model With Inverse Gaussian Interpurchase Times.".
- Published in:
- 2008
- By:
- Publication type:
- Correction Notice
46
The Bayesian Lasso.
- Published in:
- Journal of the American Statistical Association, 2008, v. 103, n. 482, p. 681, doi. 10.1198/016214508000000337
- By:
- Publication type:
- Article
47
Count Data Distributions: Some Characterizations With Applications.
- Published in:
- Journal of the American Statistical Association, 2006, v. 101, n. 473, p. 332, doi. 10.1198/016214505000000718
- By:
- Publication type:
- Article
48
The waiting times distribution of public hospitals using a GAMLSS approach: the case of Andalusia (Spain).
- Published in:
- Investigaciones Regionales, 2024, n. 59, p. 167, doi. 10.38191/iirr-jorr.24.016
- By:
- Publication type:
- Article
49
The Poisson inverse Gaussian (PIG) generalized linear regression model for analyzing motor vehicle crash data.
- Published in:
- Journal of Transportation Safety & Security, 2016, v. 8, n. 1, p. 18, doi. 10.1080/19439962.2014.977502
- By:
- Publication type:
- Article
50
Outage Probability and BER of the Ground to Train Communication Link of a Curved Track in Raining Turbulence with Pointing Errors.
- Published in:
- Radioengineering, 2017, v. 26, n. 4, p. 938, doi. 10.13164/re.2017.0938
- By:
- Publication type:
- Article