Tag: Statistics and Risk Management

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Delta Method and Moment Convergence

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Fonseca,M;Mexia,JT;Simos,TE;Psihoyios,G;Tsitouras,C

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Structured Families of Models with Commutative Orthogonal Block Structures

2010, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, Carvalho,F;Mexia,JT;Covas,R;Simos,TE;Psihoyios,G;Tsitouras,C

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Strategic choice in tourism with differentiated crowding types

2010, Economics Bulletin, Brida,JG;Such devesa,MJ;Faias,M;Pinto,A

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Crossing segregated models with commutative orthogonal block structure

2010, AIP Conference Proceedings, Ferreira,SS;Ferreira,D;Nunes,C;Mexia,JT;Simos,TE;Psihoyios,G;Tsitouras,C

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The exact and near-exact distributions for the wilks lambda statistic used in the test of independence of two sets of variables

2010, American Journal of Mathematical and Management Sciences, Grilo,LM;Coelho,CA

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COBS: Segregation, matching, crossing and nesting

2010, International Conference on Applied Mathematics, Simulation, Modelling - Proceedings, Mexia,JT;Vaquinhas,R;Fonseca,M;Zmyslony,R

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Nesting segregated mixed models

2010, Journal of Statistical Theory and Practice, Ferreira,SS;Ferreira,D;Nunes,C;Mexia,JT

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An asymptotically unbiased moment estimator of a negative extreme value index

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Caeiro,F;Gomes,MI

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Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

2010, Discuss. Math. Probability and Statistics - Discussiones Mathematicae Probability and Statistics, Gomes,DP;Neves,MM

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Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010, Contemporary Quantitative Finance, Imkeller,P;Dos Reis,G;Zhang,J

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