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Testing for stochastic monotonicity

Lee, Sokbae (contributor); Linton, Oliver (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003360105

Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes

Lindner, Alexander M. - In: Handbook of financial time series, (pp. 43-69). 2009

Persistent link: https://www.econbiz.de/10003833778

Reflected Brownian motion in the quadrant : tail behavior of the stationary distribution

Harrison, J. Michael; Hasenbein, John J. - In: Queueing systems : theory and applications ; affiliated … 61 (2009) 2/3, pp. 113-138

Persistent link: https://www.econbiz.de/10003837721

Testing the parametric specification of the diffusion function in a diffusion process

Li, Fuchun - In: Econometric theory 23 (2007) 2, pp. 221-250

Persistent link: https://www.econbiz.de/10003429710

The growth of business firms : facts and theory

Buldyrev, Sergey V.; Riccaboni, Massimo; Growiec, Jakub; … - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 574-584

Persistent link: https://www.econbiz.de/10003483880

Essays on empirical term structure modeling

Zhao, Feng - 2004

Persistent link: https://www.econbiz.de/10003387673

Modelling and optimizing imperfect maintenance of coatings on steel structures

Nicolai, R. P. (contributor); Frenk, Johannes G. (contributor) - 2007

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A dynamic probabilistic version of the Aoki-Yoshikawa sectoral productivity model

Scalas, Enrico; Garibaldi, Ubaldo - 2009

In this paper, the authors explore a dynamical version of the Aoki and Yoshikawa model (AYM) for an economy driven by demand. They show that when an appropriate Markovian dynamics is taken into account, the AYM has different equilibrium distributions depending on the form of transition...

Persistent link: https://www.econbiz.de/10003830239

Stochastische Überlagerung mit Hilfe der Mischungsverteilung : Schätzung linearer (Panel-)Modelle auf Basis anonymisierter Daten

Ronning, Gerd - 2009

Die Arbeit betrachtet die Auswirkungen von additiver und multiplikativer Überlagerung mit Messfehlern auf die Schätzung linearer Modelle. Dabei erfolgt diese Überlagerung geplant mit dem Ziel der Anonymsierung von Mikrodaten. Im Mittelpunkt steht die Überlagerung mittels einer (bimodalen)...

Persistent link: https://www.econbiz.de/10003867598

A note on Aoki-Yoshikawa model

Scalas, Enrico (contributor); Garibaldi, Ubaldo (contributor) - 2008

In this paper, we explore a dynamical version of by Aoki and Yoshikawa model (AYM) for an economy driven by demand. We show that when an appropriate Markovian dynamics is taken into account, AYM has different equilibrium distributions depending on the form of transition probabilities. In the...

Persistent link: https://www.econbiz.de/10003783611