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Model selection methods and nonparametric estimation of Levy densities are presented. The estimation relies on the properties of Levy processes for small time spans, on the nature of the jumps of the process, and on methods of estimation for spatial Poisson processes. Given a linear space S of...
Persistent link: https://www.econbiz.de/10009475888
the fit of the calibration results is to compare the sample path and the real prices. On the other hand, we match the …
Persistent link: https://www.econbiz.de/10009477969
Planning road maintenance and development activities, prioritizing road construction, reconstruction and rehabilitation works, performing project economic evaluations, forecasting road operation expenditures and road user effect always requires prediction of pavement behaviour. For this purpose...
Persistent link: https://www.econbiz.de/10009479059
(Glaucomys sabrinus (Shaw)). Testing and updating BBNs, especially with peer review and calibration, are essential to ensure …
Persistent link: https://www.econbiz.de/10009429552
We employ an open economy general equilibrium model to investigate the effects of government energy policy, with emphasis on corn-based ethanol, on the U.S. economy. The model specification incorporates world and domestic markets, assumes pollution costs from fuel consumption, and allows...
Persistent link: https://www.econbiz.de/10009446089
example calibration in the UK market.The necessity, in general, of pricing derivatives in the LIBOR market model using Monte …
Persistent link: https://www.econbiz.de/10009447819
parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed …) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a …
Persistent link: https://www.econbiz.de/10009447949
serious challenges: the difficulty of model calibration, the computational expense of running simulations, and the difficulty …
Persistent link: https://www.econbiz.de/10009448011
simulation/calibration methodology found in new classical macroeconomics and to the relatively unrestricted methodology found in …
Persistent link: https://www.econbiz.de/10009448343
nonrandomized sample selection, and secondly calibration adjustment was used for uncertain coverage of the sampling frames. The …
Persistent link: https://www.econbiz.de/10009450695