Search Results - "Characteristic functions"

Valuation of VIX Derivatives: Incorporating Larger Spikes in Volatility-of-Volatility Dynamics.

Authors: Fan, Zheqi Ryu, Doojin Ye, Yifan

Source: Journal of Derivatives. Summer2026, Vol. 33 Issue 4, p54-80. 27p.

Surface Diffusion at Finite Coverage: The Characteristic Function Method.

Authors: Torres-Miyares, Elena E. Miret-Artés, Salvador

Source: Surfaces (2571-9637). Jun2026, Vol. 9 Issue 2, p32. 13p.

On the (Im-)Possibility of Representing Probability Distributions as a Difference of I.I.D. Noise Terms.

Authors: Ewerhart, Christian Serena, Marco

Source: Mathematics of Operations Research (INFORMS). Feb2025, Vol. 50 Issue 1, p390-409. 20p.

Probability Approximation for Compound Binomial and Compound Poisson Collective Risk Models.

Authors: Jongpreechaharn, S.^1,2 suporn.j@chula.ac.th

Source: Malaysian Journal of Mathematical Sciences. Mar2026, Vol. 20 Issue 1, p213-227. 15p.

ON AXIAL WRAPPED EXPONENTIAL DISTRIBUTION WITH ESTIMATION AND APPLICATION.

Authors: YEDLAPALLI, PHANI RADHIKA, AVANIGADDA JAYA VENKATA

Source: Journal of Science & Arts. Mar2026, Vol. 26 Issue 1, p83-92. 10p.

Using Vector Representations of Characteristic Functions and Vector Logarithms When Proving Asymptotic Statements.

Authors: Richter, Wolf-Dieter¹ (AUTHOR)

Source: Stats. Feb2026, Vol. 9 Issue 1, p16. 7p.

Linear Canonical Transform Approach to the Characteristic Function of Real Random Variables.

Authors: Ibnas, Risnawati Bahri, Mawardi Bachtiar, Nasrullah et al.

Source: Eng (2673-4117). Jan2026, Vol. 7 Issue 1, p26. 18p.

A certain algebraic structure of bipolar single value neutrosophic subgroups and its essential properties.

Authors: Al-Qudah, Yousef Alsoboh, Abdullah Hussein, Eman et al.

Source: Neutrosophic Sets & Systems. 2025, Vol. 90, p389-404. 16p.

Measuring Statistical Dependence via Characteristic Function IPM.

Authors: Daniušis, Povilas Juneja, Shubham Kuzma, Lukas et al.

Source: Entropy. Dec2025, Vol. 27 Issue 12, p1254. 22p.

Finiteorthoatomistic effect algebras and regular algebraic E-test spaces.

Authors: Kaleta, Joanna Bińczak, Grzegorz

Source: Mathematica Slovaca. Dec2025, Vol. 75 Issue 6, p1525-1542. 18p.

Generative Neural Networks for Characteristic Functions.

Authors: Brück, Florian¹ (AUTHOR) florian.brueck@unige.ch

Source: Journal of Computational & Graphical Statistics. Oct-Dec2025, Vol. 34 Issue 4, p1456-1465. 10p.

Addressing bias in the use of buffers for focal and geographically weighted analyses.

Authors: Huck, J. J. Dennis, M. Labib, S. M.

Source: International Journal of Geographical Information Science. Jun2025, Vol. 39 Issue 6, p1183-1202. 20p.

Subjects: Research personnel, Characteristic functions, Neighborhoods

Rapid calculation of bistatic scattering problems based on bayesian compressive sensing.

Authors: Wang, Zhonggen Sun, Longhui Nie, Wenyan et al.

Source: Electromagnetics. 2025, Vol. 45 Issue 4, p320-333. 14p.

Subjects: Orthogonal matching pursuit, Characteristic functions, Numerical calculations, Algorithms

A NEW LENGTH BIASED EXPONENTIAL-EXPONENTIAL DISTRIBUTION AND ITS APPLICATIONS TO CANCER DATA.

Authors: J., Latha Vijayakumar, M. D. S., Shibu

Source: Reliability: Theory & Applications. Jun2025, Vol. 20 Issue 2, p834-843. 10p.

Subjects: Maximum likelihood statistics, Characteristic functions, Moments method (Statistics), Hazard function (Statistics), Generating functions

MULTI REFERENCE SKIP-LOT SAMPLING PLAN.

Authors: MANOJ, MEBY JOSEPH S., AZARUDHEEN

Source: Reliability: Theory & Applications. Jun2025, Vol. 20 Issue 2, p447-455. 9p.

Subjects: Power series, Characteristic functions, Production quantity, Satisfaction, Consumers

Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing.

Authors: Faraz, Behzad-Hussein Azadie Arian, Hamid Escobar-Anel, Marcos

Source: International Journal of Financial Studies. Jun2025, Vol. 13 Issue 2, p91. 31p.

Determination and economic design of repetitive group sampling plan under two parameter Lindley distribution.

Authors: Jeyadurga, P. Balamurali, S.

Source: Quality Technology & Quantitative Management. May2025, Vol. 22 Issue 3, p553-576. 24p.

X-Convexity and Quasi-X-Convex Functions with Applications.

Authors: Ali, Musavvir Akhter, Ehtesham

Source: Asia-Pacific Journal of Operational Research. Jun2025, Vol. 42 Issue 3, p1-18. 18p.

Markovian Queue with Bulk Arrivals and State-Dependent Service under a Modified Bulk-Service Rule: A Roots Approach to the System.

Authors: Kumari, Anjana Singh, Gagandeep

Source: Methodology & Computing in Applied Probability. Mar2026, Vol. 28 Issue 1, p1-33. 33p.

Product of a Wishart matrix and the conditionally elliptical random vector and its application to an elliptical regression model.

Authors: Yonenaga, Koshiro¹ (AUTHOR) yonenaga.koshiro@s.hokkyodai.ac.jp

Source: Communications in Statistics: Theory & Methods. 2026, Vol. 55 Issue 3, p933-946. 14p.