Webbrandom indexed branching process; stock prices 2010 Mathematics Subject Classification: Primary 60J80 Secondary 60F10 1. Introduction The model of random indexed branching process is one of the important extensions of the Galton- Watson branching process, which was introduced by Epps [4] in order to study the evolution of stock prices. Webb23 maj 2024 · The model of Poisson randomly indexed branching process (PRIBP) was introduced by [ 1] to study the evolution of stock prices and its statistical investigation was done in [ 2 ]. In a recent manuscript [ 3] the authors there …
Limit theorems for a supercritical Poisson random indexed …
WebbThe essence of the flexibility that exists in the selection process of the similarity index improves the performance of the MOGAMOD motif discovery algorithm. GARPS [ 38 ] motif search process amalgamates the stochastic projection policy of random projection with the global search ability of genetic algorithms. Webb1 okt. 2015 · The model of random indexed branching process is a special class of branching process in random environment which was introduced by Epps (1996) to study the evolution of stock prices. The statistical investigation on various estimates and some parameters of the process were done in Dion and Epps (1999). maggi cheese pasta
University of Texas Rio Grande Valley ScholarWorks @ UTRGV
Webb“…The model of Poisson randomly indexed branching process (PRIBP) { = , ≥ 0} was introduced by [1] to study the evolution of stock prices and its statistical investigation was done in [2] .…” Section: Statements Of the Main Results mentioning confidence: 99% Deviations for Jumping Times of a Branching Process Indexed by a Poisson Process … WebbLimit theorems for critical randomly indexed branching processes. Kosto V. Mitov, Georgi K. Mitov and Nikolay M. Yanev. 22 January 2010. Recommended Vol. 12, No. 07 Metrics. History. Received 27 November 2008. Accepted 1 … Webbrandomly indexed branching process(PRIBP). PRIBP has been firstly used to study the evolution of stock prices in [6] and its statistical investigation has been done in [5]. countertops laminate colors