Stochastic models

Results: 1168



#Item
261Markov processes / Mathematical sciences / Markov models / Probabilistic bisimulation / Bisimulation / Stochastic processes / Markov chain / Probability theory / State transition system / Statistics / Theoretical computer science / Applied mathematics

BRICS Basic Research in Computer Science BRICS RS-97-4 Blute et al.: Bisimulation for Labelled Markov Processes Bisimulation for Labelled Markov Processes

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Source URL: www.brics.dk

Language: English - Date: 1997-06-05 08:52:23
262Statistical tests / Statistical theory / Markov models / Likelihood-ratio test / Score test / Martingale / Markov chain / Stationary process / Maximum likelihood / Statistics / Stochastic processes / Estimation theory

A Likelihood Ratio Test for Stationarity of Rating Transitions Rafael Weißbach∗ & Ronja Walter Institut f¨ ur Wirtschafts- und Sozialstatistik

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Source URL: www.statistik.tu-dortmund.de

Language: English - Date: 2009-01-12 11:08:18
263Monte Carlo methods / Markov chain Monte Carlo / Stochastic processes / Markov processes / Markov chain / Ergodicity / Metropolis–Hastings algorithm / Mixing / Gibbs sampling / Statistics / Probability and statistics / Markov models

Markov chain Monte Carlo: Some practical implications of theoretical results by Gareth O. Roberts* and

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Source URL: probability.ca

Language: English - Date: 2006-10-04 20:52:08
264Hidden Markov model / Speech recognition / Markov chain / Pattern recognition / Electromyography / Stochastic process / Layered hidden Markov model / Hierarchical hidden Markov model / Statistics / Markov models / Science

A Model-Based Indicator of Musculoskeletal Disorders via Hidden Markov Models as an EMG Pattern Recognition Method (First Draft)

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Source URL: probability.ca

Language: English - Date: 2004-08-13 14:07:26
265Mathematical finance / Socioeconomics / Personal finance / Precautionary savings / Pareto distribution / Stochastic process / Incomplete markets / Wealth / Economic model / Statistics / Economics / Macroeconomics

The Wealth Distribution in Bewley Models with Investment Risk Jess Benhabib New York University Alberto Bisin

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Source URL: www.econ.nyu.edu

Language: English - Date: 2014-07-23 10:09:47
266Markov property / Differential equation / Markov chain / Markov random field / Markov processes / Markov models / Stochastic processes

Markov processes II Jakob G. Rasmussen Department of Mathematics Aalborg University Denmark

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Source URL: people.math.aau.dk

Language: English - Date: 2011-12-09 08:45:04
267Options / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Mixture model / Time series / Mathematical finance / Financial economics / Statistics

CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management

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Source URL: www.econ.au.dk

Language: English - Date: 2011-09-21 09:12:59
268Differential equations / Geostatistics / Markov models / Variogram / Galerkin method / Markov chain / Continuous-time Markov process / Random walk / Stochastic differential equation / Statistics / Markov processes / Stochastic processes

On the Second-Order Random Walk Model for Irregular Locations

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Source URL: www.math.ntnu.no

Language: English - Date: 2008-07-16 16:09:35
269Stochastic processes / Markov models / Markov chain / Continuous-time Markov process / PEPA / Product form solution / M/M/1 queue / Statistics / Markov processes / Queueing theory

LINEAR ALGEBRA and ITS APPLICATIONS, pp. 1–20 Reversed processes, product forms and a non-product form ∗ Peter G. Harrison

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2007-02-25 16:10:57
270Markov chain / Semi-Markov process / Markov property / Laplace transform / Continuous-time Markov process / Stochastic matrix / Uniformization / Stochastic process / Finite-state machine / Statistics / Markov processes / Markov models

RESPONSE TIME DENSITIES AND QUANTILES IN LARGE MARKOV AND SEMI-MARKOV MODELS JEREMY T. BRADLEY NICHOLAS J. DINGLE ULI HARDER

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2008-12-01 10:04:22
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