Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Massing Till"'
Autor:
Massing Till, Reckmann Natalie, Blasberg Alexander, Otto Benjamin, Hanck Christoph, Goedicke Michael
Publikováno v:
Open Education Studies, Vol 3, Iss 1, Pp 84-95 (2021)
We analyze learning data of an e-assessment platform for an introductory mathematical statistics course, more specifically the time of the day when students learn and the time they spend with exercises. We propose statistical models to predict studen
Externí odkaz:
https://doaj.org/article/8097390f564a40ecae8a182c98cd9f9e
Autor:
Massing, Till
We discuss simulation schemes for continuous-time autoregressive moving average (CARMA) processes driven by tempered stable L\'evy noises. CARMA processes are the continuous-time analogue of ARMA processes as well as a generalization of Ornstein-Uhle
Externí odkaz:
http://arxiv.org/abs/2408.15081
Publikováno v:
Physica A: Statistical Mechanics and Its Applications, 551, 124587 (2020)
We have studied the parametric description of the distribution of the log-growth rates of the sizes of cities of France, Germany, Italy, Spain and the USA. We have considered several parametric distributions well known in the literature as well as so
Externí odkaz:
http://arxiv.org/abs/2308.10034
Autor:
Massing, Till, Ramos, Arturo
Publikováno v:
Physica A: Statistical Mechanics and its Applications, 580, 126143 (2021)
We perform a comparative study for multiple equity indices of different countries using different models to determine the best fit using the Kolmogorov-Smirnov statistic, the Anderson-Darling statistic, the Akaike information criterion and the Bayesi
Externí odkaz:
http://arxiv.org/abs/2308.10023
Autor:
Massing, Till
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function, estimation relies o
Externí odkaz:
http://arxiv.org/abs/2303.07060
Autor:
Langerbein, Janine, Massing, Till, Klenke, Jens, Reckmann, Natalie, Striewe, Michael, Goedicke, Michael, Hanck, Christoph
Due to the precautionary measures during the COVID-19 pandemic many universities offered unproctored take-home exams. We propose methods to detect potential collusion between students and apply our approach on event log data from take-home exams duri
Externí odkaz:
http://arxiv.org/abs/2302.07014
We study 17 different statistical distributions for sizes obtained {}from the classical and recent literature to describe a relevant variable in the social sciences and Economics, namely the firms' sales distribution in six countries over an ample pe
Externí odkaz:
http://arxiv.org/abs/2301.09438
Autor:
Băncescu, Irina, Chivu, Luminiţa, Massing, Till, Preda, Vasile, Puente-Ajovín, Miguel, Ramos, Arturo
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 1 June 2024 643
Autor:
Massing, Till
We consider the simulation of a system of decoupled forward-backward stochastic differential equations (FBSDEs) driven by a pure jump L\'evy process $L$ and an independent Brownian motion $B$. We allow the L\'evy process $L$ to have an infinite jump
Externí odkaz:
http://arxiv.org/abs/2108.04777
Autor:
Hanck, Christoph, Massing, Till
This article discusses Shin (1994, Econometric Theory)-type tests for nonlinear cointegration in the presence of variance breaks. We build on cointegration test approaches under heteroskedasticity (Cavaliere and Taylor, 2006, Journal of Time Series A
Externí odkaz:
http://arxiv.org/abs/2102.08809