Discrete time and continuous time

Results: 28



#Item
11Stochastic processes / Noise / Econometrics / Spectral density / Stationary process / Autoregressive model / Time series / Autoregressive conditional heteroskedasticity / White noise / Statistics / Time series analysis / Signal processing

Testing for Discrete and Continuous Spectral Differences Barry Quinn Macquarie University, Statistics Department Building C5C, Macquarie University Sydney, NSW, 2109, Australia

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Source URL: stat.mq.edu.au

Language: English - Date: 2009-07-18 23:01:21
12Integral transforms / Numerical analysis / Functional analysis / Continuous wavelet transform / Discrete wavelet transform / Wavelet / Haar wavelet / Stationary wavelet transform / S transform / Mathematical analysis / Wavelets / Mathematics

MR/Finance Multiresolution Analysis of Time Series Documentation J-L. Starck and F. Murtagh

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Source URL: www.foretrade.com

Language: English - Date: 2009-09-24 09:59:43
13Integral transforms / Numerical analysis / Functional analysis / Continuous wavelet transform / Discrete wavelet transform / Wavelet / Haar wavelet / Stationary wavelet transform / S transform / Mathematical analysis / Wavelets / Mathematics

MR/Finance Multiresolution Analysis of Time Series Documentation J-L. Starck and F. Murtagh

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Source URL: thames.cs.rhul.ac.uk

Language: English - Date: 2005-05-15 10:28:23
14Integral transforms / Numerical analysis / Functional analysis / Continuous wavelet transform / Discrete wavelet transform / Wavelet / Haar wavelet / Stationary wavelet transform / S transform / Mathematical analysis / Wavelets / Mathematics

MR/Finance Multiresolution Analysis of Time Series Documentation J-L. Starck and F. Murtagh

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Source URL: dsp-book.narod.ru

Language: English - Date: 2013-05-06 00:56:58
15Optimal control / Continuous function / Gaussian function / Mathematical analysis / Mathematics / Normal distribution

An Efficient Algorithm For Discrete-Time Hidden Mode Stochastic Hybrid Systems Chi-Pang Lam, Allen Y. Yang and S. Shankar Sastry Abstract— In this paper, we propose an efficient algorithm to find an optimal control pol

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Source URL: www.eecs.berkeley.edu

Language: English - Date: 2014-10-26 14:43:58
16Continuous-time stochastic process / Finance / Economics / Stochastic processes / Hedge / Markov process

Outline Motivation Discrete time hedging Optimal hedging in discrete and continuous time

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 15:30:11
17Optimal control / Mathematical optimization / Data analysis / Probability theory / Variance / Harry Markowitz / Hamilton–Jacobi–Bellman equation / Statistics / Control theory / Economics

Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:12:41
18Numerical linear algebra / Matrix theory / Matrix / Cholesky decomposition / Determinant / Factorization / Polynomial / Rank / Inverse element / Algebra / Mathematics / Linear algebra

Rational and Polynomial Matrices Each rational matrix R(λ) can be seen as the transfer-function matrix of a continuous- or discrete-time descriptor system. Thus, each R(λ) can be equivalently realized by a descriptor s

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Source URL: www.dlr.de

Language: English - Date: 2007-05-21 06:02:22
19Functional analysis / Integral transforms / Digital signal processing / Signal processing / Short-time Fourier transform / Time–frequency analysis / Fourier analysis / Continuous wavelet / Discrete wavelet transform / Mathematical analysis / Mathematics / Wavelets

Brain and Language 66, 7–[removed]Article ID brln[removed], available online at http://www.idealibrary.com on Wavelet Analysis of Neuroelectric Waveforms: A Conceptual Tutorial Vincent J. Samar

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Source URL: www.affective-sciences.org

Language: English - Date: 2015-02-14 16:15:28
20Functional analysis / Integral transforms / Digital signal processing / Signal processing / Short-time Fourier transform / Time–frequency analysis / Fourier analysis / Continuous wavelet / Discrete wavelet transform / Mathematical analysis / Mathematics / Wavelets

Brain and Language 66, 7–[removed]Article ID brln[removed], available online at http://www.idealibrary.com on Wavelet Analysis of Neuroelectric Waveforms: A Conceptual Tutorial Vincent J. Samar

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Source URL: lep.unige.ch

Language: English - Date: 2015-02-14 11:44:38
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