Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

A special case of multivariate count data. The general case is often handled with copulas in the literature. The computationally difficult part is that most or almost all methods require numerical ...

Abstract: Moments of continuous random variables admitting a probability density function are studied. We show that, under certain assumptions, the moments of a random variable can be characterized in ...

This study evaluated the influence of Oral Health-Related Quality of Life (OHRQoL) on the consumption of alcohol and cigarette use in adolescents. This prospective cohort began in 2012 (T1) with an ...

ABSTRACT: Count data is almost always over-dispersed where the variance exceeds the mean. Several count data models have been proposed by researchers but the problem of over-dispersion still remains ...

This is a preview. Log in through your library . Abstract The Poisson distribution played a key role in experiments that had a historic role in the development of molecular biology. In particular, the ...

I would like to use simulate a stochastic process where the number of events in each time window follows a Poisson distribution. This code fails because the poisson.sample() distribution can only ...

Abstract: The currently known generalized Gaussian distributions (GGD) with an augmented quaternion random variable are based on the 3D GGD distribution. That is, they are based on random variables ...

Anime and manga continue to grow in popularity worldwide, as North America is playing catch-up when it comes to the series success that the medium has seen in Japan. In a new reveal, Penguin Random ...