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Stochastic processes
Results: 2145

#	Item
301	On the link between volatility and growth Olaf Posch(a) and Klaus W¨alde(b) (a) Aarhus University and CREATES, CESifo (b) University of Mainz, CESifo, and UCL Louvain la Neuve∗ Add to Reading List Source URL: www.oposch.com Language: English - Date: 2011-08-19 03:20:38 Technical analysis Stochastic processes Volatility Poisson process Neoclassical growth model Real business cycle theory Statistics Macroeconomics Mathematical finance
302	Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent January 22, 2001 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:07 Mathematical analysis Multiplier Girsanov theorem Risk-neutral measure Progressively measurable process Wiener process Brownian motion Statistics Stochastic processes Probability theory
303	LisMath seminar, 2nd semester Venue: Complexo Interdisciplinar ULisboa, room B3-01, Friday 16-17h Schedule: • March 13: Pedro Oliveira Hawking’s singularity theorem in general relativity • March 20: Pedro Add to Reading List Source URL: www.math.ist.utl.pt Language: English - Date: 2015-04-17 15:29:04 Stochastic processes Fields of mathematics Algebraic structures Category theory Homotopy theory Areas of mathematics Groupoid Nanofluid Path integral formulation Physics Statistics Mathematics
304	Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent‡† May 4, 2010 When Shannon had invented his quantity and consulted von Neumann on what Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:56 Information theory Stochastic processes Martingale theory Game theory Martingale Entropy Kullback–Leibler divergence Independence Normal distribution Statistics Probability and statistics Statistical theory
305	Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer Add to Reading List Source URL: www.oposch.com Language: English - Date: 2014-10-08 05:31:27 Economics Stochastic processes Interest rates New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Economic model General equilibrium theory Vasicek model Statistics Macroeconomics Mathematical finance
306	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models
307	An Alternative Prior Process for Nonparametric Bayesian Clustering Hanna M. Wallach Department of Computer Science University of Massachusetts Amherst Add to Reading List Source URL: www.gatsby.ucl.ac.uk Language: English - Date: 2010-03-15 18:50:30 Pitman–Yor process Chinese restaurant process Dirichlet distribution Concentration parameter Mixture model Bayesian inference Prior probability Statistics Stochastic processes Dirichlet process
308	Volume 42 • Issue 1 IMS Bulletin January/February 2013 Add to Reading List Source URL: bulletin.imstat.org Language: English - Date: 2012-12-15 09:00:08 Brownian motion Stochastic Schramm–Loewner evolution Probability theory Central limit theorem Wiener process Empirical process Annals of Mathematical Statistics Oded Schramm Statistics Stochastic processes Random walk
309	Volume 42 • Issue 3 IMS Bulletin April/May 2013 Add to Reading List Source URL: bulletin.imstat.org Language: English - Date: 2013-04-05 05:47:13 D. Raghavarao Markov chain Stochastic Markov property Jeremy Quastel Statistics Markov models Markov processes
310	Gallager, Robert G. Stochastic Processes: Theory for Applications. New York, NY: Cambridge University Press, 2013, 536 pp. $Hardbound). This definitive textbook provides a solid introduction to discrete and contin Add to Reading List Source URL: www.signalprocessingsociety.org Language: English - Date: 2014-04-29 15:34:59

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