Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...

The DARMA (discrete mixed autoregressive-moving average) processes are a broad but parametrically simple class of models for a stationary sequence of dependent discrete random variables. A DARMA ...

Sample space and events, probability measure and probability space, random variable as a measurable function, distribution function of a random variable, discrete and continuous-type random variable, ...