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Simulation and inference for stochastic differential equations : with R examples

Iacus, Stefano M. - 2008

Persistent link: https://www.econbiz.de/10003566199

Efficient estimation of dynamical systems

Iacus, Stefano Maria (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 213-226

Persistent link: https://www.econbiz.de/10001773144

Statistic analysis of stochastic resonance with ergodic diffusion noise

Iacus, Stefano Maria - 2001

Persistent link: https://www.econbiz.de/10001609109

Efficient estimation of dynamical systems

Iacus, Stefano Maria - 1999

Persistent link: https://www.econbiz.de/10001446037

Statistical analysis of the inhomogeneous telegrapher's process

Iacus, Stefano Maria - 2001

Persistent link: https://www.econbiz.de/10001582676

Nonparametric estimation of distribution and density functions in presence of missing data : an IFS approach

Iacus, Stefano Maria; La Torre, Davide - 2002

Persistent link: https://www.econbiz.de/10001810549

The evolution of regional unemployment in the EU : an analysis via the Gompertz diffusion process

Iacus, Stefano Maria; Porro, Giuseppe - 2012

Persistent link: https://www.econbiz.de/10011759994

Multivariate matching methods that are monotonic imbalance bounding

Iacus, Stefano Maria; King, Gary; Porro, Giuseppe - 2009

Persistent link: https://www.econbiz.de/10011751960

Adaptive LASSO-type estimation for ergodic diffusion processes

Iacus, Stefano Maria; De Gregorio, Alessandro - 2010

Persistent link: https://www.econbiz.de/10011752309

Ifsm Representation of Brownian Motion with Applications to Simulation

Iacus, Stefano Maria - 2006

Several methods are currently available to simulate paths of the Brownian motion. In particular, paths of the BM can be simulated using the properties of the increments of the process like in the Euler scheme, or as the limit of a random walk or via L2 decomposition like the...

Persistent link: https://www.econbiz.de/10012734697