MCMC vs OLS As a Tool for Interpolating Stochastic Processes
Year of publication: |
2018
|
---|---|
Authors: | Brody, Caleb |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Kleinste-Quadrate-Methode | Least squares method |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2018 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.3100153 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe, (2017)
-
On the natural restrictions in the singular Gauss-Markov model
Tian, Yongge, (2008)
-
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša, (2007)
- More ...
-
Shah, Manas, (2017)
- More ...