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This paper introduces variance estimators of Y in measurement error model X=Y+E with known Var(E). An unbiased estimator and an adjust non-negative estimator of Var(Y) are given. Meanwhile, some prope...
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simp...
The realizations of a Gaussian field are investigated in the limit where its L2-norm is large. Concentration onto the eigenspace associated with the largest eigenvalue of the covariance of the field ...
For a simply connected solvable Lie group G with a cocompact discrete subgroup 􀀀, we consider the space of differential forms on the solvmanifold G/􀀀with values in certain flat bundl...

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