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Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime
(Universidad Autónoma Metropolitana (México). Unidad Azcapotzalco., 2015)
Este artículo se ocupa del estudio de los efectos asimétricos de la volatilidad de los rendimientos del Índice de Precios y Cotizaciones del mercado accionario mexicano para verificar si existe evidencia del efecto leverage ...
Term structure dynamics and no-arbitrage under the Taylor Rule
(2009-08-18)
The term structure interest rate determination is one of the main subjects of the financial assets management. Considering the great importance of the financial assets for the economic policies conduction it is basic to ...
Método adaptativo de Markov Chain Monte Carlo para manipulação de modelos Bayesianos
(Universidade Federal de Pernambuco, 2014)
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
(Institute of Electrical and Electronics Engineers (IEEE), 2005-08-01)
Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose ...
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
(Institute of Electrical and Electronics Engineers (IEEE), 2005-08-01)
Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose ...
Chronological Monte Carlo-based assessment of distribution system reliability
(Ieee, 2006-01-01)
Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose ...
Família Weibull de razão de chances na presença de covariáveis
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2009-03-18)
The Weibull distribuition is a common initial choice for modeling data with monotone hazard rates. However, such distribution fails to provide a reasonable parametric _t when the hazard function is unimodal or bathtub-shaped. ...
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
(Institute of Electrical and Electronics Engineers (IEEE), 2014)
INFERENCES FOR THE CHANGE-POINT OF THE EXPONENTIATED WEIBULL HAZARD FUNCTION
(INST NACIONAL ESTATISTICA-INELISBON, 2012)
In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub ...