Brown and Levy Steady-State Motions

Συγγραφείς: Iddo Eliazar

Πηγή: Entropy, Vol 27, Iss 6, p 643 (2025)

Θεματικοί όροι: ornstein-uhlenbeck processes, levy-driven processes, markov processes and Langevin dynamics, noah effect and heavy tails, joseph effect and long-range dependence, memory and correlation, Science, Astrophysics, QB460-466, Physics, QC1-999

Περιγραφή αρχείου: electronic resource

Relation: https://www.mdpi.com/1099-4300/27/6/643; https://doaj.org/toc/1099-4300

Σύνδεσμος πρόσβασης: https://doaj.org/article/61bdd106cd554e758a9b675201d03a0a

Parameter estimation and model testing for Markov processes via conditional characteristic functions

Συγγραφείς: Chen, Song X., Peng, Liang, Yu, Cindy L.

Συνεισφορές: Chen, SX (reprint author), Iowa State Univ, Dept Stat, Ames, IA 50011 USA., Iowa State Univ, Dept Stat, Ames, IA 50011 USA., Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China., Peking Univ, Ctr Stat Sci, Beijing 100871, Peoples R China., Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA.

Πηγή: SCI

Θεματικοί όροι: conditional characteristic function, diffusion processes, empirical likelihood, kernel smoothing, Levy-driven processes, EMPIRICAL CHARACTERISTIC FUNCTION, CONTINUOUS-TIME PROCESSES, JUMP-DIFFUSIONS, TERM STRUCTURE, LIKELIHOOD, REGRESSION, SERIES, INFERENCE, FORM

Relation: 881780; https://hdl.handle.net/20.500.11897/321769; WOS:000315059600011

Διαθεσιμότητα: https://hdl.handle.net/20.500.11897/321769
https://doi.org/10.3150/11-BEJ400

Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions

Συγγραφείς: Song Xi Chen A, Liang Peng C, Cindy L. Yu A

Συνεισφορές: The Pennsylvania State University CiteSeerX Archives

Πηγή: http://www.math.gatech.edu/~peng/publication/CCF.pdf.

Θεματικοί όροι: Conditional characteristic function, Diffusion processes, Empirical likelihood, Kernel smoothing, Lévy driven processes 1

Περιγραφή αρχείου: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.155.445; http://www.math.gatech.edu/~peng/publication/CCF.pdf

Διαθεσιμότητα: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.155.445
http://www.math.gatech.edu/~peng/publication/CCF.pdf