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Structural equation models for finite mixtures : simulation results and empirical applications
Temme, Dirk; Williams, John R.; Hildebrandt, Lutz - 2002
. -- Monte Carlo simulation ; Structural equation modelling ; Unobserved heterogeneity ; Model-based clustering ; Finite mixtures …
Persistent link: https://www.econbiz.de/10009621412
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Compensator-based simulation of correlated defaults
Giesecke, Kay - 2002
performance of the underlying credits. In this paper we discuss the simulation of correlated unpredictable default arrival times … can be estimated from readily available equity and single-name credit derivatives market data. -- simulation ; correlated …
Persistent link: https://www.econbiz.de/10009624843
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Estimating the Kronecker indices of cointegrated echelon form VARMA models
Bartel, Holger; Lütkepohl, Helmut - 1997
selection criteria. The small sample performance of the methods is compared in a simulation study. It is found that the …
Persistent link: https://www.econbiz.de/10009630541
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Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.; Herwartz, Helmut - 1999
Persistent link: https://www.econbiz.de/10001377689
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Robust adaptive estimation of dimension reduction space
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
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Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070