نتایج جستجو برای: wise and cross
تعداد نتایج: 16889129 فیلتر نتایج به سال:
Let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nXn?F(x)=P[X>x]. The empirical survival function ()nFx based on 12,,...,nXXX is proposed as an estimator for ()nFx. Strong consistency and point wise as well as uniform of ()nFx are discussed
Let G be a finite p-group and let Aut_l(G) be the group of absolute central automorphisms of G. In this paper we give necessary and sufficient condition on G such that each absolute central automorphism of G fixes the centre element-wise. Also we classify all groups of orders p^3 and p^4 whose absolute central automorphisms fix the centre element-wise.
the analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. variety of methods are used in order to search stock cross-correlations including the random matrix theory (rmt), the principal component analysis (pca) and the hierachical structures. in this work, we analyze cross-crrelations between price fluctuations of 20 company stocks...
let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nxn?f(x)=p[x>x]. the empirical survival function ()nfx based on 12,,...,nxxx is proposed as an estimator for ()nfx. strong consistency and point wise as well as uniform of ()nfx are discussed
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
This paper utilizes the Asset and Health Dynamics of the Oldest Old (AHEAD) Panel to test for the absence of causal links from socio-economic status (SES) to innovations in health or mortality, and from health conditions to innovations in wealth. We conclude that there is no causal link from SES to mortality or to incidence of sudden onset health conditions (accidents and, probably, acute condi...
The paper reviews the Astro-WISE infrastructure and demonstrates that the Astro-WISE Information System provides a Grid itself. We describe the integration of Astro-WISE with an external Grid infrastructure (BiGGrid). The integration is performed on all infrastructural layers (data storage, metadata and processing layers) with Astro-WISE as a “master” infrastructure. We report the use of the in...
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