Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by exponentiation a correlated Brownian motion. Due to mixed nature driving and motions, probability density for such less studied literature. We show this paper bridge representation joint Fourier space. Evaluating along properly chosen deterministic path yields small time asymptotic expansion leadi...

We use daily observations from the Royal Greenwich Observatory and Kislovodsk Mountain Astronomical Station of Pulkovo to study distribution properties sunspot areas. To mitigate poor statistics in small areas, we introduce a "precision randomization" approach based on assumption that all measured areas have random component within measurement uncertainty 1 millionth solar hemisphere (M.S.H.). ...

Citations are increasingly used for research evaluations. It is therefore important to identify factors affecting citation scores that are unrelated to scholarly quality or usefulness so that these can be taken into account. Regression is the most powerful statistical technique to identify these factors and hence it is important to identify the best regression strategy for citation data. Citati...

-The parametric statistical models discussed include all those which have previously been described in the literature (Boag, 1948-lognormal; Berkson and Gage, 1952-negative exponential; Haybittle, 1959-extrapolated actuarial) and the basic data used to test the models comprised some 3000 case histories of patients treated between 1945 and 1962. The histories were followed up during the period 1...

This paper proposes a class of nonlinear stochastic volatility models. The proposed class encompasses many parametric stochastic volatility models that have appeared in the literature, including the well known lognormal stochastic volatility model. The new class is based on the Box-Cox transformation and offers an alternative to the one introduced in Andersen (1994). An advantage of our propose...

With appropriate modiications, the Hooman{Ribak algorithm that constructs constrained realizations of Gaussian random elds having the correct ensemble properties can also be used to construct constrained realizations of those non-Gaussian random elds that are obtained by transformations of an underlying Gaussian eld. For example, constrained realizations of lognormal, generalized Rayleigh, and ...

Market demand of the  perishable bakery  products are volatile. Hence, demand of such items are random variable. The most appealing demand distribution of such items is lognormal demand distribution. Using historical data, the parameters of lognormal distribution are obtained. But, there is a problem of overestimation or underestimation of the parameters. Fuzzy triangular numbers are used to ov...