Stochastic processes

Results: 2145



#Item
361Brownian motion / Markov additive process / Scaling limit / Statistics / Stochastic processes / Random walk

Personal informations Surname First name Address Email

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Source URL: basiledeloynes.fr

Language: English - Date: 2015-02-24 08:02:54
362Non-parametric statistics / Bayesian statistics / Stochastic processes / Bootstrapping / Semiparametric model / Resampling / Dirichlet process / Bayesian inference / Statistics / Statistical inference / Statistical theory

Microsoft Word - Abstract_Meyer

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

Language: English - Date: 2014-07-04 03:26:33
363Signal processing / Estimation theory / Linear filters / Wiener filter / White noise / Ergodic theory / Statistics / Time series analysis / Stochastic processes

Random signals: simplified descriptions Optimal Wiener filters SGNAdvanced Signal Processing: Lecture 3: Optimal Wiener Filters Ioan Tabus

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Source URL: www.cs.tut.fi

Language: English - Date: 2013-09-17 07:37:04
364Stochastic processes / Poisson process / Convolution / Gamma distribution / Statistics / Mathematical analysis / Mathematics

3 DecemberAPPROXIMATE SIMULATION OF HAWKES PROCESSES JESPER MØLLER,∗ Aalborg University JAKOB G. RASMUSSEN,∗∗ Aalborg University

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Source URL: people.math.aau.dk

Language: English - Date: 2004-12-03 03:46:02
365Stochastic processes / Point process

Accounting for preferential sampling in fishery context 1 2

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Source URL: www.imr.no

Language: English - Date: 2014-04-02 04:04:29
366Markov 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
367Statistical 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
368Finance / Stock market / Mathematical finance / Stochastic processes / Order / Hurst exponent / Volatility / Futures contract / Speculation / Financial economics / Investment / Financial markets

Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov

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Source URL: www.cmth.bnl.gov

Language: English - Date: 2010-11-01 15:42:14
369Monte 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
370Normal distribution / Ornstein–Uhlenbeck process / Wiener process / Random walk / Statistics / Stochastic processes / Brownian motion

Microsoft Word - Webvoorblad blanco.doc

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:44
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