Stochastic process

Results: 1129



#Item
371Stochastic 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
372Poisson processes / Categorical data / Estimation theory / Logistic regression / Likelihood function / Stochastic process / Cox process / Statistics / Regression analysis / Statistical models

Multiperiod Corporate Default Prediction – A Forward Intensity Approach Jin-Chuan Duan, Jie Sun and Tao Wang∗ (First Version: July 14, 2010; This Version: August 21, Abstract

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Source URL: www.willisresearchnetwork.com

Language: English - Date: 2013-08-02 05:12:03
373Statistical tests / Econometrics / Poisson process / Sufficient statistic / Point process / Likelihood function / Score / Exponential family / Fisher information / Statistics / Estimation theory / Stochastic processes

Score, Pseudo-Score and Residual Diagnostics for Spatial Point Process Models

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Source URL: people.math.aau.dk

Language: English - Date: 2012-03-01 03:01:33
374Computational geometry / Diagrams / Discrete geometry / Voronoi diagram / Point process / Normal distribution / Markov chain / Poisson process / Siméon Denis Poisson / Statistics / Stochastic processes / Markov processes

Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks Øivind Skare∗, Jesper Møller†, Eva B. Vedel Jensen‡ ABSTRACT: A model for an inhomogeneous Poisson process with high intensity

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Source URL: people.math.aau.dk

Language: English - Date: 2006-01-10 11:19:08
375Probability and statistics / Graph theory / Stochastic process / Markov chain / Mathematical model / Stochastic matrix / Economic model / Random graph / Ising model / Statistics / Mathematics / Markov models

A model of influence based on aggregation functions∗ Michel GRABISCH and Agnieszka RUSINOWSKA Paris School of Economics Universit´e Paris I Panth´eon-SorbonneBd de l’Hˆopital, 75647 Paris, France Phone: (

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2012-12-19 16:26:18
376Markov models / Dynamic programming / Markov processes / Stochastic control / Reinforcement learning / Markov decision process / Monte Carlo method / Markov chain Monte Carlo / Graphical model / Statistics / Probability and statistics / Bayesian statistics

Journal of Artificial Intelligence Research883 Submitted 06/13; publishedScalable and Efficient Bayes-Adaptive Reinforcement Learning Based on Monte-Carlo Tree Search

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Source URL: www.gatsby.ucl.ac.uk

Language: English - Date: 2013-11-28 14:07:54
377Matrix theory / Matrices / Mathematical physics / Stochastic processes / Random matrix / Eigenvalues and eigenvectors / Chinese restaurant process / Orthogonal matrix / Dirichlet process / Algebra / Linear algebra / Mathematics

The Translation-invariant Wishart-Dirichlet Process for Clustering Distance Data Julia E. Vogt Computer Science Department, University of Basel, Basel, Switzerland Sandhya Prabhakaran

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Source URL: cs-wwwarchiv.cs.unibas.ch

Language: English - Date: 2010-06-28 10:55:02
378Markov processes / Queueing theory / Traffic generation model / Poisson process / Pareto principle / Power law / Statistics / Teletraffic / Stochastic processes

Characterizing Internet traffic: When the viewpoint matters - going workart of Msc Thesis

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Source URL: www.intersys-lab.org

Language: English - Date: 2010-04-26 14:37:42
379Point process / Poisson process / Markov chain / Statistics / Stochastic processes / Markov processes

Modern statistics for spatial point processes∗ June 21, 2006 Jesper Møller and Rasmus P. Waagepetersen

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Source URL: people.math.aau.dk

Language: English - Date: 2006-06-21 05:17:36
380Numismatics / Seigniorage / Taxation / Hidden Markov model / Albert Marcet / Conditional expectation / Stochastic process / Statistics / Markov models / Probability theory

THE CONQUEST OF SOUTH AMERICAN INFLATION THOMAS SARGENT, NOAH WILLIAMS, AND TAO ZHA Abstract. We infer determinants of Latin American hyperinflations and stabilizations by using the method of maximum likelihood to estima

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2008-09-29 16:42:33
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