| bibtype |
J -
Journal Article
|
| ARLID |
0504580 |
| utime |
20240103222020.3 |
| mtime |
20190516235959.9 |
| SCOPUS |
85057061156 |
| WOS |
000455518200024 |
| DOI |
10.1007/s00500-018-3623-x |
| title
(primary) (eng) |
Pseudo-exponential distribution and its statistical applications in econophysics |
| specification |
| page_count |
7 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0258368 |
| ISSN |
1432-7643 |
| title
|
Soft Computing |
| volume_id |
23 |
| volume |
1 (2019) |
| page_num |
357-363 |
| publisher |
|
|
| keyword |
Pseudo-operations |
| keyword |
Pseudo-exponential distribution |
| keyword |
Moment-generating function |
| keyword |
Numerical computation |
| author
(primary) |
| ARLID |
cav_un_auth*0375106 |
| share |
30 |
| name1 |
Mehri-Dehnavi |
| name2 |
H. |
| country |
IR |
| garant |
K |
|
| author
|
| ARLID |
cav_un_auth*0261431 |
| share |
40 |
| name1 |
Agahi |
| name2 |
H. |
| country |
IR |
|
| author
|
| ARLID |
cav_un_auth*0101163 |
| full_dept |
Department of Econometrics |
| share |
30 |
| name1 |
Mesiar |
| name2 |
Radko |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| abstract
(eng) |
In generalized measure theory, sigma-circle plus-measure is a generalization of the classical measure defined on a pseudo-addition. In this paper, the class of pseudo-exponential distributions based on a class of sigma-circle plus-measure is introduced. Some examples of this class are investigated. Then by two real data sets obtained from the last three decades of oil, and the last two decades of the daily natural gas spot prices, we show that the pseudo-exponential distribution is better fitted than exponential distribution using the AIC and BIC information criteria. |
| result_subspec |
WOS |
| RIV |
BA |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2020 |
| num_of_auth |
3 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0297076 |
| confidential |
S |
| mrcbC86 |
3+4 Article Computer Science Artificial Intelligence|Computer Science Interdisciplinary Applications |
| mrcbC91 |
C |
| mrcbT16-e |
COMPUTERSCIENCEARTIFICIALINTELLIGENCE|COMPUTERSCIENCEINTERDISCIPLINARYAPPLICATIONS |
| mrcbT16-j |
0.499 |
| mrcbT16-s |
0.705 |
| mrcbT16-B |
32.106 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q4 |
| arlyear |
2019 |
| mrcbU14 |
85057061156 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000455518200024 WOS |
| mrcbU63 |
cav_un_epca*0258368 Soft Computing 1432-7643 1433-7479 Roč. 23 č. 1 2019 357 363 Springer |
|