Optimization of stochastic systems : topics in discrete-time dynamics
Year of publication: |
1989 ; 2. ed.
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Authors: | Aoki, Masanao |
Publisher: |
Boston [u.a.] : Academic Pr. |
Subject: | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Stochastisches System | Optimale Kontrolle | Stochastischer Prozess | Optimierung | Kontrolltheorie |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
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Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E., (1998)
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A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe, (1998)
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A., (1994)
- More ...
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Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics
Aoki, Masanao, (2007)
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Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures
Hawkins, Raymond, (2008)
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The Nature of Equilibrium in Macroeconomics: A Critique of Equilibrium Search Theory
Aoki, Masanao, (2008)
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