This is a preview. Log in through your library . Abstract We provide an explicit gradient formula for linear chance constraints under a (possibly singular) multivariate Gaussian distribution. This ...

Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted ...

Abstract: This paper presents a comprehensive approach to parameter estimation in generalized Gaussian distributions (GGD) with -proper quaternion random variables, utilizing Maximum Likelihood ...

This is a preview. Log in through your library . Abstract We describe and compare how methods based on the classical Rice's formula for the expected number, and higher moments, of level crossings by a ...