Jaimie L. Hebert and John W. Seaman Jr. Mullooly (1988) provides sufficient conditions under which the variance of a left-truncated, non-negative random variable will be greater than the variance of ...
Parameterizations for natural exponential families (NEF's) with quadratic variance functions (QVF's) are compared according to the nearness to normality of the likelihood and posterior distribution.
Jim Gatheral proposes efficient and easy-to-implement Riemann sum and hybrid quadratic exponential schemes for the simulation of rough affine forward variance models The class of affine forward ...
The ARIMA model equivalency to the additive version of Winters method is the ARIMA(0,1,p+1)(0,1,0) p model The moving-average form of the equation is For the additive version of Winters method (see ...
Oscilloscopes are the workhorse instruments for time domain measurements. Most current digital oscilloscopes include about twenty-five built in measurement parameters as a standard complement. Adding ...