Stochastic models

Results: 1168



#Item
411New Keynesian economics / Banking / Finance / Systemic risk / Macroprudential policy / Financial crisis / Dynamic stochastic general equilibrium / Central bank / Money creation / Economics / Macroeconomics / Economic bubbles

Financial Crises in DSGE Models: Selected Applications of MAPMOD; by Jaromir Benes, Michael Kumhof, and Douglas Laxton; IMF Working Paper No; April 2014

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Source URL: www.imf.org

Language: English - Date: 2014-04-04 12:57:36
412Stochastic processes / Markov chain / Point process / Bayesian inference / Statistics / Bayesian statistics / Markov models

Bayesian inference for multivariate point processes observed at sparsely distributed times J. G. Rasmussen and J. Møller Department of Mathematical Sciences, Aalborg University and B. H. A

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Source URL: people.math.aau.dk

Language: English - Date: 2006-08-02 09:44:21
413Stochastic processes / Statistical models / Survival analysis / Proportional hazards models / Point process / Maximum likelihood / Statistics / Poisson processes / Regression analysis

A Poisson Process Approach for Recurrent Event Data with Environmental Covariates Anup Dewanji Suresh H. Moolgavkar

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:46:04
414Monte Carlo methods / Geostatistics / Computational statistics / Spatial data analysis / Markov chain Monte Carlo / Markov chain / Normal distribution / Markov random field / Covariance function / Statistics / Probability and statistics / Markov models

Discussion contribution: Lindgren, F., Rue, H. and Lindstr¨om, JAn explicit link between Gaussian fields and Gaussian Markov random fields: The stochastic partial differential equation approach. To appear in J

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Source URL: people.math.aau.dk

Language: English - Date: 2011-03-23 05:55:28
415Stochastic processes / Poisson processes / Statistical models / Maximum likelihood / Exponential distribution / Parametric model / Normal distribution / Likelihood function / Point process / Statistics / Estimation theory / Statistical theory

Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data Jesper Møller, Mohammad Ghorbani and Ege Rubak Department of Mathematical Sciences, Aalborg University jm@mat

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Source URL: people.math.aau.dk

Language: English - Date: 2014-08-22 05:51:25
416Markov processes / Markov chain / Random walk / Gibbs sampling / Stationary distribution / Markov chain Monte Carlo / Stationary process / Statistics / Stochastic processes / Markov models

CHAPTER ONE. Introduction. My Ph.D. thesis is concerned with convergence properties of certain Markov chains. Specifically, I have studied various random walks on finite and compact Lie groups (Chapters 2 and 3), and ha

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Source URL: probability.ca

Language: English - Date: 2006-10-04 21:23:47
417Spatial data analysis / Econometrics / Statistical models / Point process / Poisson process / Complete spatial randomness / Regression model validation / Spatial analysis / Errors and residuals in statistics / Statistics / Regression analysis / Stochastic processes

Residual analysis for spatial point processes A. Baddeley University of Western Australia, Perth, Australia R. Turner University of New Brunswick, Fredericton, Canada

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Source URL: people.math.aau.dk

Language: English - Date: 2005-03-30 02:35:49
418Probability and statistics / Statistical models / Heterodox economics / Statistical mechanics / Probability theory / Econophysics / Normal distribution / Power law / Stochastic process / Statistics / Mathematical finance / Science

1 Agents and Econophysics Agent based modeling Botton → up

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Source URL: www.complex.nbi.dk

Language: English - Date: 2014-08-21 07:34:09
419Statistical tests / Econometrics / Normal distribution / Poisson process / Score test / Confidence interval / Point process / Likelihood function / Exponential family / Statistics / Estimation theory / Stochastic processes

Submitted to the Statistical Science Score, pseudo-score and residual diagnostics for goodness-of-fit of spatial point process models

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Source URL: people.math.aau.dk

Language: English - Date: 2010-07-22 02:53:36
420New Keynesian economics / Banking / Finance / Systemic risk / Macroprudential policy / Dynamic stochastic general equilibrium / Financial crisis / Late-2000s financial crisis / Credit rationing / Economics / Macroeconomics / Economic bubbles

Financial Crises in DSGE Models: A Prototype Model; by Jaromir Benes, Michael Kumhof, and Douglas Laxton; IMF Working Paper No; April 2014

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Source URL: www.imf.org

Language: English - Date: 2014-04-04 16:19:59
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