撒谎
发表于 2025-3-21 16:04:07
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无可非议
发表于 2025-3-21 20:39:25
Volker Brühl,Wolfgang S. Singeralgorithm and apply it to fit a bivariate switching process to the S&P 500 and Nikkei indexes. This approach is combined with a particle filter in Chap. . and used in various contexts in subsequent chapters.
懒鬼才会衰弱
发表于 2025-3-22 03:38:26
Vernetztes Denken in einer Werbeagentur. In statistical physics, this type of dynamic is modeled by a sub-diffusive Brownian motion. This process is obtained by observing a standard Brownian motion on a different scale of time. In this chapter, after introducing the detailed features of this stochastic clock, we show that the density of
JAUNT
发表于 2025-3-22 08:23:28
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arboretum
发表于 2025-3-22 10:49:55
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lavish
发表于 2025-3-22 13:52:13
Switching Models: Properties and Estimation,s is a switching diffusion with a large number of regimes that are structured in order to limit the number of parameters. This chapter partly serves as introduction to Chap. . in which a multivariate extension is estimated by a Monte Carlo Markov Chain method.
lavish
发表于 2025-3-22 19:32:43
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驳船
发表于 2025-3-23 00:06:22
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把手
发表于 2025-3-23 02:11:31
Donatien HainautFocuses on the econometric estimation of continuous time processes.Contains original content on switching, self-excited processes.Gives an exhaustive presentation of sub-diffusions
regale
发表于 2025-3-23 06:59:43
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