Search Results - subject:"random sequences"

Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Esti...

Stikhova, Stikhova , Olga - In: Applied Econometrics 8 (2007) 4, pp. 18-26

Estimation methods of stationary random sequences extreme values characteristics are presented in the paper. The … the econometric ones, offered by the author, for modeling and estimation of the stationary random sequences extreme values …

Persistent link: https://www.econbiz.de/10009366499

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10010260956

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10010267543

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an …

Persistent link: https://www.econbiz.de/10004963950