Cumulants En

Fiche du sujet

Référentiel
Identifiant

Synonyme

Cumulative moment functions Half-invariants

Discipline

Economies et finances (7) Histoire (1)

Type de document

Textes imprimés (3) Articles (3) Prépublication (1) Autres (1)

Auteur

Date

8 documents
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
Alain Hecq et al. (30 oct. 2023)
Spectral estimation for mixed causal-noncausal autoregressive models
Alain Hecq et al. (24 nov. 2022)
Probability density of the empirical wavelet coefficients of a noisy chaos
Matthieu Garcin et al. (mai 2014)
The monotone cumulants
Takahiro Hasebe et al. (2011)
Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals
Pierre-Eric Treyens (20 juin 2008)
Global and local stationary modelling in finance: theory and empirical evidence
Dominique Guegan (avr. 2007)
On a new multivariate distribution and its properties
Prem Chandra Consul (1965)
On the distribution, and its cumulants, of the sum of squares of the dispersion about the mean of n ordered variates subject to a linear restraint
Prem Chandra Consul (1962)