Pseudo-exponential distribution and its statistical applications in econophysics
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F19%3A00504580" target="_blank" >RIV/67985556:_____/19:00504580 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s00500-018-3623-x" target="_blank" >https://link.springer.com/article/10.1007/s00500-018-3623-x</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00500-018-3623-x" target="_blank" >10.1007/s00500-018-3623-x</a>
Alternative languages
Result language
angličtina
Original language name
Pseudo-exponential distribution and its statistical applications in econophysics
Original language description
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.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Soft Computing
ISSN
1432-7643
e-ISSN
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Volume of the periodical
23
Issue of the periodical within the volume
1
Country of publishing house
DE - GERMANY
Number of pages
7
Pages from-to
357-363
UT code for WoS article
000455518200024
EID of the result in the Scopus database
2-s2.0-85057061156