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  • Search: subject:"Numerical derivative"
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Subject
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Derivat 1 Derivative 1 Dynamical systems 1 Entropie 1 Entropy 1 Entropy condition 1 Equations of motion 1 Estimation theory 1 Least Squares 1 Mappings 1 Numerical derivative 1 Numerical derivative estimation 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Stochastic equicontinuity 1 Stochastic process 1 Stochastischer Prozess 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Bursal, Faruk H. 1 Hong, Han 1 Mahajan, Aprajit 1 Nekipelov, Denis N. 1 Tongue, Benson H. 1
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Journal of econometrics 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Extremum estimation and numerical derivatives
Hong, Han; Mahajan, Aprajit; Nekipelov, Denis N. - In: Journal of econometrics 188 (2015) 1, pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
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Interpolated mapping system identification as a numerical algorithm
Bursal, Faruk H.; Tongue, Benson H. - In: Mathematics and Computers in Simulation (MATCOM) 36 (1994) 3, pp. 209-220
A new method for nonlinear system identification, based on the technique of Interpolated Mapping, is formulated. The input to the procedure is a map, taking initial conditions on a regular grid to their images after a fixed time step. It is assumed that the underlying dynamics evolves in...
Persistent link: https://www.econbiz.de/10010870370
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