Search Results - subject:"DSML"

The Flexible Multi-Level Modelling and Execution Language (FMMLx). Version 2.0: Analysis of requirements and technical terminology

Frank, Ulrich - 2018

The Flexible Meta Modelling and Execution Language (FMMLx ) is a multi-level language that allows to create executable models. It is implemented in the integrated meta-programming and meta-modelling environment Xmodeler. The Xmodeler is based on XCore, a recursive, reflexive meta-model that...

Persistent link: https://www.econbiz.de/10011985250

The Flexible Multi-Level Modelling and Execution Language (FMMLx) : version 2.0 : analysis of requirements and technical terminology

Frank, Ulrich - 2018

Persistent link: https://www.econbiz.de/10011980309

Time varying vine copulas for multivariate returns (in Russian)

Groshev, Oleg - In: Quantile (2014) 12, pp. 53-67

the d-Stage Maximum Likelihood (dSML) estimator which is shown to be not only consistent and asymptotically normal, but … also more computationally attractive than the standard ML or Patton's 2SML. Using dSML, we fit vine copulas to returns of a …

Persistent link: https://www.econbiz.de/10010744672