A note on the Non negativity of continuous time ARMA and GARCH processes

... cost of capital Keywords Weighted Average Cost of Capital, WACC, firm valuation, capital budgeting, equity cost of capital JEL codes D61, G31, H43 ii A Note on the Weighted Average Cost of Capital ... 11 The WACC calculations are made estimating the debt and equity participation in the total value of the firm for each period and calculatin...

Ngày tải lên: 07/03/2014, 00:20

... be considered as giving rise to another single suffix, namely, the concatenation (eni) of the two individual suffixes We may then write the translation program as if, without exception, only one ... be done on this problem (paralleling [1]) to determine whether there are word patterns which are indicative of the need to insert an article, and of which article to insert Struc...

Ngày tải lên: 23/03/2014, 13:20

... integrating out the distribution G Note that as long as the base distribution P0 is fixed, predictions not depend on the seating arrangement z−i , only on the count of word w w in the previously ... tables Of particular note for our discussion is that in order to calculate these conditional distributions we must know the table assignments z−i for each of the words i...

Ngày tải lên: 31/03/2014, 00:20

... A note on the almost sure limit theorem for self-normalized partial sums of random variables in the domain of attraction of the normal law Qunying Wu1,2 College of Science, Guilin University ... establish the ASCLT for self-normalized partial sums of random variables in the domain of attraction of the normal law,...

Ngày tải lên: 20/06/2014, 21:20

... variable sequences and NA random variable sequences are the most important and special cases of pairwise NQD random variable sequences, then we have the following results as two corollaries of ... this article as: Huang et al.: A note on the complete convergence for sequences of pairwise NQD random variables Journal of Inequalities and Applicatio...

Ngày tải lên: 20/06/2014, 22:20

... independent random variables have been extended to dependent random variables by many authors The concept of negatively associated random variables was introduced by Alam and Saxena [6] and carefully ... complete convergence theorems for negatively associated and negatively dependent mean zero random variables The following lemma is an exponential inequality for nega...

Ngày tải lên: 20/06/2014, 22:20

... References Anderson, JM: Bloch Functions: The Basic Theory Operators and Function Theory D Reidel 1–17 (1985) Madigan, K, Matheson, A: Compact Composition Operators on the Bloch Space Trans Am Math ... doi:10.1186/1029-242X-2011-31 Cite this article as: Jones: A note on the Königs domain of compact composition operators on the Bloch space Journal...

Ngày tải lên: 21/06/2014, 01:20

... looking at (The defining representation of Sn consists of the direct sum of the reflection representation and the trivial representation This trivial summand has no significant effect on the theory.) ... context it seems natural to ask: what is the dimension of the space spanned by the symmetric powers? Moreover, decomposing the symmetric powers of the...

Ngày tải lên: 07/08/2014, 06:20

... help on numerical function maximization References [1] D Achlioptas and M Molloy, The analysis of a list-coloring algorithms on a random graph,” in Proc 38th Annual Symposium on Foundations of ... main tool in establishing sharp estimates of the occupancy probabilities mentioned above, i.e the probabilities that no bin remains empty after the random placement of...

Ngày tải lên: 07/08/2014, 06:20

... treating the < /b> five cases in < /b> Theorem is better understood by viewing the < /b> problem as first fixing k and b, and then varying n (cf Section 4) Theorem For < /b> b → ∞ the < /b> distribution of < /b> the < /b> height of < /b> b- tries < /b> ... − = O (b 1/2 ) We thus set u = + x/ b and obtain I = = e b bb+1 b! √ b be b b b! B x x dx √ b log + √ − √ b b b...

Ngày tải lên: 07/08/2014, 06:20

... X that end at the same vertex in S The union of these paths, together with the two edges joining the neighbors, must contain a cycle of length at most 2i + ≤ g − 1, a contradiction So, let ui+1 ... maintained and the girth of the resulting graph is at least g Edge-Connectivity of (k; g)-Cages Since the (k; 3)-cage, Kk+1 and the (k; 4)-cage, the complete bipartite g...

Ngày tải lên: 07/08/2014, 07:21

... i.e., either σ1 or σ2 has the better chance of occurring before σ3 Proof The proof is similar to that of Theorem and therefore omitted the electronic journal of combinatorics 17 (2010), #N5 Theorem ... choosing the pair of strings 11 10 and 00 01 We call these two strings “complement strings”, since each bit of one string is the complement bit of the corresponding bit...

Ngày tải lên: 08/08/2014, 01:20

... [1] Andrew Berget, Andrew Manion, Molly Maxwell, Aaron Potechin, and Victor Reiner The critical group of a line graph arxiv:math.CO/0904.1246 [2] Alexander E Holroyd, Lionel Levine, Karola M´sz´ros, ... Theorem and may be seen as analogous to Theorem 1.2 of [3] In [3], partially for convenience, some assumptions are made about the connectivity of G which are not made in this...

Ngày tải lên: 08/08/2014, 14:23

... our lessons In addition, the thesis is designed to investigate the teachers application of TBM and the 10th form students use of learning strategies in their listening lessons at TPHS in Vinh Phuc ... illustrate the grammatical system of the language and bore no relation to the language of real communication From the description of Gramm...

Ngày tải lên: 28/03/2015, 08:50

... non- decreasing Tsai & Chan (2005) characterised the non- negativity of the kernel for any CARMA(p, q) process in terms of the complete monotonicity of its Laplace transform They made use of this characterization ... characterization to show that a necessary condition for the kernel g of a stationary CARMA(p, q) process to be non- negative is that λ1 is real, and...

Ngày tải lên: 14/11/2015, 08:03