Search Results for Gaussian processes.

Analytical evaluation of nonlinear distortion effects on multicarrier signals

Araújo, Teresa (Telecommunications engineer), author.

Format:

Books

Publication Date

2015

Excerpt:

Gaussian processes.

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Statistical methods for financial engineering

Remillard, Bruno.

Format:

Books

Publication Date

2013

Excerpt:

.Interpretation of the Stochastic Integral -- 5.B.Integral of a Gaussian Process -- 5.C.Estimation Error for a

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Financial modelling : theory, implementation and practice (with Matlab source)

Kienitz, Joerg.

Format:

Books

Publication Date

2012

Excerpt:

.Summary and Conclusions -- 3.Models with Jumps -- 3.1.Introduction and Objectives -- 3.2.Poisson Processes

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Stochastic analysis and applications to finance : essays in honour of jia-an yan

Zhang, Tusheng, 1963-

Format:

Books

Publication Date

2012

Excerpt:

Stochastic processes.

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Time series analysis : methods and applications

Subba Rao, T.

Format:

Books

Publication Date

2012

Excerpt:

, linear processes and time varying spectral densities -- 5.Gaussian likelihood theory for locally

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Financial models with Lévy processes and volatility clustering

Rachev, S. T. (Svetlozar Todorov)

Format:

Books

Publication Date

2011

Excerpt:

Financial models with Lévy processes and volatility clustering / Rachev, S. T. (Svetlozar Todorov)

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Measuring corporate default risk

Duffie, Darrell.

Format:

Books

Publication Date

2011

Excerpt:

-- Empirical evidence of frailty -- Time-series parameter estimates -- Residual Gaussian copula correlation

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