Nonparametric estimation of the diffusion coefficient of stochastic volatility models /

Mã QR

Nonparametric estimation of the diffusion coefficient of stochastic volatility models /

Đã lưu trong:

Chi tiết về thư mục
Tác giả chính:	Reno, Roberto.
Định dạng:	Bài viết
Ngôn ngữ:	English
Những chủ đề:	Continuous time models Diffusion coefficient Nonparametric estimation
Các nhãn:	Thêm thẻ Không có thẻ, Là người đầu tiên thẻ bản ghi này!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

Những quyển sách tương tự

Asymptotic properties of nonparametric frontier estimators /
Bỡi: Horvath, Lajos.

Nonparametric estimation in econometrics /
Bỡi: Ioannides, D. A.

Nonparametric estimation in time series with measurement errors /
Bỡi: Ioannides, D. A.

Randomized unbiased nonparametric estimates of nonestimable functionals /
Bỡi: Rychlik, Tomasz.

Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models /
Bỡi: Kneip, Alois.

On the use of nonparametric item characteristic curve estimation techniques for checking parametric model fit /
Bỡi: Lee, Young-Sun.

Estimation of diffusion coefficient of chromium in colloidal silica using digital photography /
Bỡi: Tantemsapya, Netnapid.

Nonparametric estimation of varying coefficient dynamic panel data models /
Bỡi: Cai, Zongwu.

A review of experimental measurements of effective diffusive permeabilities and effective diffusion coefficients in biofilms /
Bỡi: Stewart, Philip S.

Estimation of membrane diffusion coefficients and equilibration times for low-density polyethylene passive diffusion samplers /
Bỡi: Divine, Craig E.

Kernel density estimators from quantized data /
Bỡi: Pawlak, M.

Practical nonparametric statistics
Bỡi: Conover, W. J.
Được phát hành: (1971)

Practical nonparametric statistics
Bỡi: Conover, W. J.
Được phát hành: (1971)

Hydrogen ion diffusion coefficient of a hydrogenated amorphous silicon thin film /
Bỡi: Yu, George C.

Global properties of pair diffusion models /
Bỡi: Glitzky, Annegret.

Partial analytical solution of a model used for measuring oxygen diffusion coefficients of polymer films by luminescence quenching /
Bỡi: Schappacher, Gudrun.

Local macromolecule diffusion coefficients in structurally non-uniform bacterial biofilms using fluorescence recovery after photobleaching (FRAP) /
Bỡi: Bryers, James D.

Introduction to modern nonparametric statistics
Bỡi: Higgins, James J.
Được phát hành: (2004)

Determination of pollutant diffusion coefficients in naturally formed biofilms using a single tube extractive membrane bioreactor /

A structured approach for selection among candidate metabolic network models and estimation of unknown stoichiometric coefficients /
Bỡi: Vanrolleghem, P. A.

Nonparametric estimation and prediction for continuous time processes /
Bỡi: Bosq, Denis.

On testing independence with right truncated data /
Bỡi: Gurler, Ulku.

Lp-Lq estimates for damped wave equations and their applications to semi-linear problem /
Bỡi: Narazaki, Takashi.

Nonparametric statistics with applications to science and engineering
Bỡi: Kvam, Paul H.
Được phát hành: (2007)

Inverse problem theory and methods for model parameter estimation
Bỡi: Tarantola, Albert
Được phát hành: (2012)

Tracer diffusion of four arm polystyrene star molecules into linear and star polymer matrices from nuclear reaction analysis /
Bỡi: Colley, F. Roger.

The one-dimensional diffusion-convection problem : Initial growth of the interfaces /
Bỡi: Gmira, A.

Specification and estimation of semiparametric multiple-index models /
Bỡi: Donkers, Bas.

Fractional cointegration in stochastic volatility models /
Bỡi: Silva, Afonso Goncalves da.

Disappearing interfaces in nonlinear diffusion /
Bỡi: Guedda, M.

Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations /
Bỡi: Bauer, Dietmar.

Applied nonparametric regression
Bỡi: Hardle, Wolfgang.
Được phát hành: (1990)

Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error /
Bỡi: Kuhn, J. W.

An overview of sequential nonparametric density estimation /
Bỡi: Mukhopadhyay, Nitis.

Nonhomogeneous diffusion with singularities at the boundaries /
Bỡi: Garner, J. B.

Two ways of modelling cross-diffusion /
Bỡi: Farkas, M.

Screening for noncovalent ligand-receptor interactions by electrospray ionization mass spectrometry-based diffusion measurements /
Bỡi: Clark, Sonya M.

Instantaneous shrinking and exact local estimations of solutions in nonlinear diffusion absorption /
Bỡi: Abdullaev, Ugur G.

Can one estimate the unconditional distribution of post-model-selection estimators ? /
Bỡi: Leeb, Hannes.

Partition coefficients of ionizable compounds in o-nitrophenyl octyl ether/water measured by the potentiometric method /