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Mostrando ítems 1-10 de 21
Some results on finite discreet martingalesAlgunos resultados sobre martingalas discretas finitas
(Pereira : Universidad Tecnológica de PereiraFacultad de Ciencias Básicas, 2011)
Dynamic analysis of recurrent event data with missing observations, with application to infant diarrhoea in Brazil
(2007)
This paper examines and applies methods for modelling longitudinal binary data subject to both intermittent missingness and dropout. The paper is based around the analysis of data from a study into the health impact of a ...
A characteristic martingale related to the counting process of records
(2007)
Let (Xn) be a sequence of nonnegative, integrable, independent and identically distributed random variables, with common distribution function F. We consider the problem of finding all distribution functions F such that ...
Abordagem de martingais para análise assintótica do passeio aleatório do elefante
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2018-08-20)
In this work we study the elephant random walk introduced in (SCHUTZ; TRIMPER, 2004),
a discrete time, non-Markovian stochastic process with unlimited range memory that presents
phase transition. Our objective is to proof ...
Ausencia de arbitraje, medidas equivalentes y teorema fundamental de valoración
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2018-05-09)
Este trabajo identifica las principales contribuciones de Stephen Ross a la definición de los principios básicos del teorema fundamental de valoración de activos (TFVA), así como sus aplicaciones y extensiones. Al establecer ...
On the Statistical Estimation of Diffusion Processes: A Partial SurveyOn the Statistical Estimation of Diffusion Processes: A Partial Survey
(Sociedade Brasileira de Econometria, 2004)
On the statistical estimation of diffusion processes: a partial survey
(Sociedade Brasileira de Econometria, 2004-11-02)
Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ...
A scaling limit for the cover time of the binary tree
(Academic Press Inc., 2021)
© 2021 Elsevier Inc.We consider a continuous time random walk on the rooted binary tree of depth n with all transition rates equal to one and study its cover time, namely the time until all vertices of the tree have been ...
On the statistical estimation of diffusion processes: a survey
(Escola de Pós-Graduação em Economia da FGV, 2004-04-01)
Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods ...