This is a preview. Log in through your library . Abstract Let E be an event governed by a homogeneous second-order two-state Markov chain. Assume the steady state has been achieved. Consider Nm the ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Two new methods are suggested for estimating the dependence function of a bivariate extreme-value distribution. One is based on a multiplicative modification of an earlier technique proposed by ...
Once upon a time, there lived a family in Switzerland—by the name of Bernoulli. I mention the name because most once-students of science know of it from physics in high-school or early-college years.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback