Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Kakosyan, Ashot"'
Autor:
Kakosyan, Ashot V., Klebanov, Lev B.
The main result of the paper is the following. Let a non-degenerate distribution have finite moments $\mu_k$ of all orders $k=0,1,2,\ldots$. Then the sequence $\{\mu_k/k!, \; k=0,1,2,\ldots\}$ either contains infinitely many different terms or at mos
Externí odkaz:
http://arxiv.org/abs/2403.11906
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.
Externí odkaz:
http://arxiv.org/abs/1904.07604
We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order to avoid t
Externí odkaz:
http://arxiv.org/abs/1701.06642
We are trying to give a mathematically correct definition of outliers. Our approach is based on the distance between two last order statistics and appears to be connected to the law of large numbers. Key words: outliers, law of large numbers, heavy t
Externí odkaz:
http://arxiv.org/abs/1612.09265
In the present paper, we discuss contra-arguments concerning the use of Pareto-Lev\'y distributions for modeling in Finance. It appears that such probability laws do not provide sufficient number of outliers observed in real data. Connection with the
Externí odkaz:
http://arxiv.org/abs/1602.00256
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows that for a
Externí odkaz:
http://arxiv.org/abs/1508.05728
We construct an autoregressive model with random coefficients that has a stationary distribution after proper normalization. This limit distribution is found to be stable.
Externí odkaz:
http://arxiv.org/abs/1505.06873
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to define ad
Externí odkaz:
http://arxiv.org/abs/1408.3864
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76c13f01b4277449e0a63187d4f4a496
http://arxiv.org/abs/1904.07604
http://arxiv.org/abs/1904.07604
Autor:
Dold, A., Eckmann, B., Klebanov, Leo Borisovich, Kakosyan, Ashot Vazrikievich, Melamed, Joseph Aleksandrovich
Publikováno v:
Characterization of Distributions by the Method of Intensively Monotone Operators; 1984, p1-22, 22p
