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~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1541
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
1542
Introduction to stochastic processes having equilibria as simple attractors : the Markov case
Granger, C. W. J.
-
1986
Persistent link: https://www.econbiz.de/10000846388
Saved in:
1543
Exact inference for continuous time Markov chain models
Gewerke, John
;
Marshall, Robert C.
;
Zarkin, Gary A.
- In:
The review of economic studies
53
(
1986
)
175
,
pp. 653-669
Persistent link: https://www.econbiz.de/10003626342
Saved in:
1544
Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
Rosenqvist, Gunnar
-
1981
Persistent link: https://www.econbiz.de/10003629180
Saved in:
1545
Diffusions, Markov processes, and martingales
Rogers, Leonard C. G.
;
Williams, David
-
1979
Persistent link: https://www.econbiz.de/10000342900
Saved in:
1546
Reservoirs with seasonally varying Markovian inflows, and their first passage times
Lloyd, E. H.
-
1977
Persistent link: https://www.econbiz.de/10002389989
Saved in:
1547
Estimating the parameters of the Markov probability model from aggregate time series data
Lee, Tsoung-Chao
;
Judge, George G.
;
Zellner, Arnold
-
1970
Persistent link: https://www.econbiz.de/10000028012
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