scholarly journals Errata: Estimation of non-Gaussian noise parameters in the wavelet domain using the moment-generating function

2012 ◽  
Vol 21 (3) ◽  
pp. 039802-1
Author(s):  
Jan Švihlík ◽  
Karel Fliegel ◽  
Jaromír Kukal ◽  
Eva Jerhotová ◽  
Petr Páta ◽  
...  
Keyword(s):  
Generating Function ◽  
Gaussian Noise ◽  
Moment Generating Function ◽  
Wavelet Domain ◽  
Noise Parameters ◽  
The Moment ◽  
Non Gaussian

On the Power Series Expansion of the Moment Generating Function

1974 ◽  
Vol 28 (2) ◽  
pp. 58
Author(s):  
Roch Roy ◽  
Yves Lepage ◽  
Marc Moore
Keyword(s):  
Power Series ◽  
Series Expansion ◽  
Generating Function ◽  
Power Series Expansion ◽  
Moment Generating Function ◽  
The Moment

Problèmes de premier passage résolubles par la méthode de séparation des variables

1995 ◽  
Vol 32 (02) ◽  
pp. 337-348
Author(s):  
Mario Lefebvre
Keyword(s):  
Brownian Motion ◽  
Stochastic Processes ◽  
Generating Function ◽  
Moment Generating Function ◽  
First Passage Times ◽  
Standard Brownian Motion ◽  
First Passage ◽  
The Moment ◽  
Passage Times

In this paper, bidimensional stochastic processes defined by ax(t) = y(t)dt and dy(t) = m(y)dt + [2v(y)]1/2 dW(t), where W(t) is a standard Brownian motion, are considered. In the first section, results are obtained that allow us to characterize the moment-generating function of first-passage times for processes of this type. In Sections 2 and 5, functions are computed, first by fixing the values of the infinitesimal parameters m(y) and v(y) then by the boundary of the stopping region.

scholarly journals Mellin’s Transform and Application to Some Time Series Models

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
S. S. Appadoo ◽  
A. Thavaneswaran ◽  
S. Mandal
Keyword(s):  
Time Series ◽  
Generating Function ◽  
Mellin Transform ◽  
Fuzzy Numbers ◽  
Moment Generating Function ◽  
Time Series Models ◽  
Form Expression ◽  
The Moment ◽  
Close Form ◽  
Skewness And Kurtosis

This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.

scholarly journals On a Dual Model with Barrier Strategy

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Yuzhen Wen ◽  
Chuancun Yin
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Generating Function ◽  
Risk Model ◽  
Moment Generating Function ◽  
Dual Model ◽  
Barrier Strategy ◽  
Dividend Payments ◽  
The Moment

We consider the dual of the generalized Erlang(n)risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.

Estimation of the Moment Generating Function

1989 ◽  
Vol 18 (3) ◽  
pp. 1113-1134
Author(s):  
Edward E. Gbur ◽  
Robert A. Collins
Keyword(s):  
Generating Function ◽  
Moment Generating Function ◽  
The Moment
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