Heavy Tail
Mostrando 1-12 de 58 artigos, teses e dissertações.
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1. Estimação indireta de modelos R-GARCH / Indirect inference of R-GARCH models
Linear processes do not capture the structure of financial data. There is a large variety of nonlinear models available in literature. The class of ARCH models (Autoregressive Conditional Heterokedastic) was introduced by Engle (1982) in order to estimate inflation\ s variance. The idea is that, in this class, returns are serially uncorrelated, but the volat
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2012
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2. PERFIL FARMACOLÓGICO DO TIPO ANTIDEPRESSIVO DO COMPOSTO 3-(4-FLUOROFENILSELENIL)-2,5 DIFENILSELENOFENO: ENVOLVIMENTO DO SISTEMA SEROTONINÉRGICO / ANTIDEPRESSANT-LIKE PHARMACOLOGICAL PROFILE OF 3-(4- FLUOROPHENYLSELENYL)-2,5-DIPHENYLSELENOPHENE: INVOLVEMENT OF SEROTONERGIC SYSTEM
Depression is a serious, recurrent and incapacitating psychiatric condition with a heavy social burden. The pharmacological approach to this disorder employs therapy with antidepressant drugs, which have side effects and numerous limitations. In view of the promising pharmacological properties of containing-selenium molecules, this study evaluated the effect
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 23/02/2011
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3. Influência de polimorfismos em genes de metabolismo de xenobióticos e reparação de DNA no risco ocupacional de mineiros de carvão a céu aberto
Colombia has one of the world s largest coal reserves being the fifth biggest thermal coal exporter world-wide. In open-cast coal mining extraction, large amounts of dust particles and heavy metals are released into the atmosphere, where they can form complex mixtures, representing a significant health risks to occupationally exposed workers. In addition, in
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2011
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4. Comportamento assintótico da probabilidade de ruína em modelos de risco de renovação sob variação consistente
Neste trabalho estudamos o comportamento caudal da distribuição da soma de um número aleatório de variáveis aleatórias, sob a hipótese de que as variáveis envolvidas são de variação consistente. Esses resultados são utilizados para a obtenção de relações assintóticas, quando o capital inicial cresce, para as probabilidades de ruína a tempo
Publicado em: 2009
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5. Probabilidade da ruÃna no mercado de seguros: fundamentos teÃricos e alguns resultados de simulaÃÃo
In this work the theoretical basis for modeling the ruin of an insurance company is presented. We studied the classic CramÃr-Lundberg risk model, which uses an homogeneous Poisson process to model the number of claims that arrives to an insurance company during a given period t of time. Also, different types of probability distributions, that can be used to
Publicado em: 2008
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6. Anomalous diffusion of pions at RHIC
After pointing out the difference between normal and anomalous diffusion, we consider a hadron resonance cascade (HRC) model simulation for particle emission at RHIC and point out that rescattering in an expanding hadron resonance gas leads to a heavy tail in the source distribution. The results are compared to recent PHENIX measurements of the tail of the p
Brazilian Journal of Physics. Publicado em: 2007-09
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7. Um estimador com estrutura de U-estatística para o índice caudal de distribuições de cauda pesada
In this work we study the estimator proposed by Fan (2004) for the tail index of distributions in the domain of attraction of a -stable law with 0 <<2. This estimator has U-statistic structure and is robust and asymptotically unbiased. By using the classical tools theory of U-statistic, the consistency and the asymptotic normality of the estimator are proved
Publicado em: 2007
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8. Reproductive characteristics of ligth and semi-heavy roosters submitted to different photoperiods / CaracterÃsticas reprodutivas de galos leves e semi-pesados submetidos a diferentes fotoperÃodos.
With the objective of evaluating the effects of differents photoperiods on the reproductive parameters in roosters of light and semi-heavy strains, an experiment was conducted in the Animal Science Department of the Federal University of Lavras. 24 roosters of the Lohman LSL strain (light) and 24 roosters of the Lohman Brown strain (semi-heavy), aged 19 week
Publicado em: 2006
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9. Coevolution of head, neck, and tail domains of myosin heavy chains
Myosins, a large family of actin-based motors, have one or two heavy chains with one or more light chains associated with each heavy chain. The heavy chains have a (generally) N-terminal head domain with an ATPase and actin-binding site, followed by a neck domain to which the light chains bind, and a C-terminal tail domain through which the heavy chains
The National Academy of Sciences.
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10. Complete sequence of the Drosophila nonmuscle myosin heavy-chain transcript: conserved sequences in the myosin tail and differential splicing in the 5' untranslated sequence.
We have sequenced a cDNA that encodes the nonmuscle myosin heavy chain from Drosophila melanogaster. An alternatively spliced exon at the 5' end generates two distinct heavy-chain transcripts: the longer transcripts inserts an additional start codon upstream of the primary translation start site and encodes a myosin heavy chain with a 45-residue extension at
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11. Cloning by insertional mutagenesis of a cDNA encoding Caenorhabditis elegans kinesin heavy chain.
An additional genetic locus in Caenorhabditis elegans, unc-116, was identified in a screen for mutations resulting in defective locomotion. unc-116 was cloned by use of a transposon insertion mutant and the physical and genetic map of the genome. The cDNA sequence predicts an 815-amino acid protein. Based upon sequence comparison and secondary structure pred
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12. Subdomain organization of the Acanthamoeba myosin IC tail from cryo-electron microscopy
Acanthamoeba myosin IC (AMIC) is a single-headed myosin comprised of one heavy chain (129 kDa) and one light chain (17 kDa). The heavy chain has head, neck (light chain-binding), and tail domains. The tail consists of four subdomains: a basic region (BR) (23 kDa) and two Gly/Pro/Ala-rich (GPA) regions, GPA1 (6 kDa) and GPA2 (15 kDa), flanking an Src homology
National Academy of Sciences.