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Search: subject:"matrix exponential"
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12
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11
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6
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4
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3
Yang, Ye
3
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The Journal of Transport and Land Use
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ECONIS (ZBW)
24
RePEc
17
EconStor
2
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21
Irregular N2SLS and LASSO estimation of the
matrix
exponential
spatial specification model
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 336-358
Persistent link: https://www.econbiz.de/10012110393
Saved in:
22
Efficient solution of backward jump-diffusion partial integro-differential equations with splitting and matrix exponentials
Itkin, Andrey
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 29-70
Persistent link: https://www.econbiz.de/10011563465
Saved in:
23
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the
Matrix-Exponential
…
Persistent link: https://www.econbiz.de/10010732622
Saved in:
24
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the
Matrix-Exponential
…
Persistent link: https://www.econbiz.de/10008764127
Saved in:
25
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
Saved in:
26
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
The paper develops two Dynamic Conditional Correlation (DCC) models, namely the Wishart DCC (WDCC) model and the
Matrix-Exponential
…
Persistent link: https://www.econbiz.de/10008840792
Saved in:
27
Long memory and asymmetry for
matrix-exponential
dynamic correlation processes
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10010510043
Saved in:
28
On
matrix-exponential
distributions in risk theory
Carleo, Alessandra
;
Pietroluongo, Mariafortuna
-
Centro di Ricerca Interdipartimentale in Sviluppo …
-
2014
In this paper, a particular class of
matrix-exponential
distributions is described, also with respect to its use in …
Persistent link: https://www.econbiz.de/10011264828
Saved in:
29
On
matrix
exponential
approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes
Avram, F.
;
Pistorius, M.
- In:
Insurance: Mathematics and Economics
59
(
2014
)
C
,
pp. 57-64
solutions of linear systems. Not surprisingly, many
matrix
exponential
approximations used in applied probability are particular …
Persistent link: https://www.econbiz.de/10011116646
Saved in:
30
On
matrix
exponential
approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
Avram, Florin
;
Pistorius, M.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 57-64
Persistent link: https://www.econbiz.de/10010469185
Saved in:
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