Vilnius

69998

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

The estimation of parameters for the tapered Pareto distribution from incomplete data

ISBN/ISSN: 

0363-1672

DOI: 

10.1007/s10986-022-09567-8

Наименование источника: 

  • Lithuanian Mathematical Journal

Город: 

  • Vilnius

Издательство: 

  • Springer

Год издания: 

2022

Страницы: 

https://link.springer.com/article/10.1007/s10986-022-09567-8
Аннотация
In this paper, we consider estimation of unknown parameters of the tapered Pareto distribution, which belongs to the class of semiheavy distributions, by a sample with excluded l_n largest and k_n smallest observations. We establish necessary and sufficient conditions in terms of proportions k_n/n and l_n/n for weak consistency and joint asymptotic normality of parameterizedmoment-type estimators for the shape and form parameters. Additionally, we extend the result on weak consistency of generalized Hill statistics (introduced in [V. Paulauskas and M. Vaiˇciulis, On the improvement of Hill and some others estimators, Lith. Math. J., 53(3):336–355, 2013]) to the case where the extreme value index is not positive. We demonstrate the performance of the proposed estimators on both simulated data from the tapered Pareto distribution and real data from finance.

Библиографическая ссылка: 

Вайсиулюс М.Р., Родионов И.В. The estimation of parameters for the tapered Pareto distribution from incomplete data // Lithuanian Mathematical Journal. 2022. С. https://link.springer.com/article/10.1007/s10986-022-09567-8.

58548

Автор(ы): 

Автор(ов): 

6

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

MARKETING POSITIONING OF COUNTRIES IN THE FIELD OF INNOVATIONS: QUESTIONS AND ANSWERS

ISBN/ISSN: 

2345-0282

DOI: 

10.9770/jesi.2020.7.4(18)

Наименование источника: 

  • ENTREPRENEURSHIP AND SUSTAINABILITY ISSUES

Обозначение и номер тома: 

Volume 7 Number 4 (June)

Город: 

  • Vilnius

Издательство: 

  • ENTERPRENEURSHIP & SUSTAINABILITY CENTER

Год издания: 

2020

Страницы: 

2851-2862
Аннотация
This article addresses the issues of the marketing positioning of countries in the field of innovations. To date, the level of development and dynamism of the innovation sphere form the basis for the country's sustainable economic growth. The concept of "innovation" is closely related to the concepts of "novation", "invention", and "discovery", which are the products of creativity. The paper examines some of the basic marketing characteristics of such countries as Japan, China, South Korea, India, and Russia. The authors hypothesize and prove that if a country chooses to focus on education and high technologies in its development, it can ensure high development of the national information and communication technologies. They also selected and evaluated the indicators of innovative development for these countries. Based on the correlation-regression analysis, the initial hypothesis was confirmed.

Библиографическая ссылка: 

Данько Т.П., Киселев В.М., Чайковская Л.А., Смелов П.А., Секерин В.Д., Горохова А.Е. MARKETING POSITIONING OF COUNTRIES IN THE FIELD OF INNOVATIONS: QUESTIONS AND ANSWERS // ENTREPRENEURSHIP AND SUSTAINABILITY ISSUES. 2020. Volume 7 Number 4 (June). С. 2851-2862.

54427

Автор(ы): 

Автор(ов): 

5

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Evaluation of regional innovation systems performance using data envelopment analysis (DEA)

ISBN/ISSN: 

2345-0282

DOI: 

10.9770/jesi.2019.7.1(35)

Наименование источника: 

  • Entrepreneurship and Sustainability Issues

Обозначение и номер тома: 

Volume 7 Issue 1

Город: 

  • Vilnius

Издательство: 

  • Entrepreneurship and Sustainability Center

Год издания: 

2019

Страницы: 

498-509
Аннотация
Effective innovative systems testify to the success of regional economic policies. Based on the neoclassical approach novel approach towards evalution of regional innovation system functioning is suggested. In this study, the performance indicators of innovative systems in the regions of Kazakhstan are calculated using the non-parametric Data Envelopment Analysis (DEA) method for a convex model, with constant and variable effects of scale, focused on maximum outputs and minimum resource costs. The obtained results will facilitate providing recommendations for improving economic policy for the purposes of more efficient use of resources in regional innovation activities.

Библиографическая ссылка: 

Вечкинзова Е.А., Петренко Е.С., Benčič S., Улыбышев Д.А., Жайлауов Е.Б. Evaluation of regional innovation systems performance using data envelopment analysis (DEA) // Entrepreneurship and Sustainability Issues. 2019. Volume 7 Issue 1. С. 498-509.

54412

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Transition from the industrial clusters to the smart specialization: a case study

ISBN/ISSN: 

2345-0282

DOI: 

10.9770/ird.2019.1.2(3)

Наименование источника: 

  • Insights into Regional Development

Обозначение и номер тома: 

Volume 1 Number 2

Город: 

  • Vilnius

Издательство: 

  • Entrepreneurship and Sustainability Center

Год издания: 

2019

Страницы: 

118-128
Аннотация
Kazakhstan faced the problem of falling industrial production and decrease in efficiency of former managerial methods of territorial development. Transition to the new Smart Specialization approach provides better understanding of the specifics of the region and provides the highest return on investment in innovation. The authors produce rationale for the selection of regions of Kazakhstan to determine their smart specialization. There were determined the regions, in which it is advisable to develop the general purpose technologies, and the territories, where it is more profitable to focus on applied research and transmitting them into practice in relation to existing products and technological processes.

Библиографическая ссылка: 

Вечкинзова Е.А., Петренко Е.С., Антонов В.Г. Transition from the industrial clusters to the smart specialization: a case study // Insights into Regional Development. 2019. Volume 1 Number 2. С. 118-128.

54290

Автор(ы): 

Автор(ов): 

4

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

The tax mechanism of managing the process of formation of information economy in modern Russia

ISBN/ISSN: 

2345-0282

DOI: 

10.9770/jesi.2018.6.2(24)

Наименование источника: 

  • Entrepreneurship and Sustainability Issues

Обозначение и номер тома: 

Volume 6, Issue 2

Город: 

  • Vilnius

Издательство: 

  • Entrepreneurship and Sustainability Center

Год издания: 

2018

Страницы: 

830-839
Аннотация
The purpose of the work is to determine the features of application of tax measures for stimulation of formation of information economy in modern Russia, to substantiate the perspectives of their expanded application, and to develop practical recommendations and to compile a tax mechanism of managing the process of formation of information economy in modern Russia. The authors use the systemic approach, methods of statistical analysis (analysis of statistical data), analysis of causal connections (logical analysis), and formalization (graphic presentation of authors' conclusions and recommendations). The authors conduct a complex evaluation of the level of development of information economy of modern Russia (as of 2018) based on the data of the National Research University "Higher School of Economics", IMD World Competitiveness Center, and the World Economic Forum and determine that for building competitive, highly-effective, and sustainable information economy in modern Russia, it is necessary to pay attention to the issues of development of E-government and the spheres of new information and communication technologies. The authors also perform a complex empirical analysis of the practice of taxation in modern Russia, which showed that tax measures that are used for managing the process of formation of information economy in modern Russia are contradictory and insufficient for achieving substantial progress in formation of information economy. As a result, it is determined that the current Russian tax mechanism of managing the process of formation of information economy in modern Russia could be characterized as restraining. Its drawbacks, related to insufficient attention to underdeveloped characteristics of information economy and contradiction, could be solved with the developed tax mechanism of managing the process of formation of information economy in modern Russia, which could be characterized as stimulating.

Библиографическая ссылка: 

Вечкинзова Е.А., Вандина О.Г., Мкртычан З.С., Денисов И.В. The tax mechanism of managing the process of formation of information economy in modern Russia // Entrepreneurship and Sustainability Issues. 2018. Volume 6, Issue 2. С. 830-839.

Gulbinovic J. (Department of Pathology, Forensic Medicine and Pharmacology, Faculty of Medicine, Institute of Biomedical Sciences, Vilnius University, Vilnius, Lithuania)

Last name: 

Gulbinovic

First name: 

Jolanta

Patronymic: 

-
Место работы

Organization: 

Department of Pathology, Forensic Medicine and Pharmacology, Faculty of Medicine, Institute of Biomedical Sciences, Vilnius University, Vilnius, Lithuania

City: 

  • Vilnius

 

51560

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Option pricing in time-changed Lévy models with compound Poisson jumps

DOI: 

10.15559/18-VMSTA124

Наименование источника: 

  • Modern Stochastics: Theory and Applications

Обозначение и номер тома: 

Т. 6, № 1

Город: 

  • Vilnius

Издательство: 

  • VTeX

Год издания: 

2019

Страницы: 

81-107
Аннотация
В работе рассматривается задача нахождения цен опционов европейского типа в условно-гауссовских моделях при наличии дополнительных составных пуассоновских скачков. Эти скачки моделируют внезапные падения цен акций как следствия политических или экономических причин. Обсуждаются гамма-дисперсионная и гауссовская обратно-гауссовская модели. Получены точные формулы для цен цифровых опционов в иностранной валюте. Цены опционов с более простыми платёжными функциями найдены как следствия основных результатов. Рассмотрены различные виды зависимостей между ценами рисковых активов.

Библиографическая ссылка: 

Иванов Р.В., Ano K.n. Option pricing in time-changed Lévy models with compound Poisson jumps // Modern Stochastics: Theory and Applications. 2019. Т. 6, № 1. С. 81-107.

47089

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Пленарный доклад

Название: 

Extremes of stochastic sequences with application to Web graphs

Наименование конференции: 

  • 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics

Наименование источника: 

  • Proceedings of the 12th International Vilnius Conference on Probability Theory and Mathematical Statistics

Город: 

  • Vilnius

Издательство: 

  • Vilnius University

Год издания: 

2018

Страницы: 

266
Аннотация
The fast finding of most influential nodes in a network graph and its declustering constitute important research problems of the analysis of Web communication, social and complex networks. PageRank \cite{Vol:10} and a Max-linear model \cite{GisKlu:15} are considered as two indices of the influence of network nodes. An extremal index of PageRank determines the first hitting time, i.e. a minimal time to reach the first influential node by means of a PageRank random walk. Following \cite{Jel:10}, \cite{Vol:10}, we consider the PageRank of a random Web page as an autoregressive process with a random number of random coefficients that depend on ranks of incoming nodes and their out-degrees, and a user preference term. The coefficients are assumed to be %independent and regularly varying distributed with different tail indices. It is proved that the tail and extremal indices are the same for both PageRank and the Max-linear model and the values of the extremal index depending on the tail indices are found \cite{Markovich}. The results are based on the study of stochastic sequences of random lengths \cite{Gold:13} and the comparison of the distributions of their maxima and linear combinations. The exposition is accompanied by some examples based on simulation and the analysis of graph data stemming from real Web graphs.

Библиографическая ссылка: 

Маркович Н.М. Extremes of stochastic sequences with application to Web graphs / Proceedings of the 12th International Vilnius Conference on Probability Theory and Mathematical Statistics. Vilnius: Vilnius University, 2018. С. 266.

Pages