Mostrando ítems 1-10 de 1084
Bayesian inference for term structure models
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2022-06-09)
We explore recent advances in Bayesian methods in order to estimate the Vasicek, CIR and
dynamic Nelson-Siegel (DNS) models for term structure of interest rates. The models are
specified as state space time series. The ...
Construção exata de sólitons de Hopf
(Universidade Estadual Paulista (Unesp), 2007-07-27)
ur object of study are classical field theories which possesses topological solitons and have a infnite number of conserved quantities .In particular our models have what is know as Hopf charge. This charge appears because, ...
Modelos geoestatísticos espaço-tempo aplicados a dados pluviométricos no oeste do Estado de São Paulo
(Universidade Estadual Paulista (Unesp), 2011-11-17)
O regime pluviométrico pode ser compreendido pelos modelos espaço-temporal. A busca, cada vez mais crescente, por modelos espaço-temporal se deve a abundância de dados armazenados pelo tempo e espaço disponibilizados por ...
Description of dynamics for three boussinesq models and two high-energy physics models
(Universidad de Chile, 2021)
This thesis is devoted to the study of long-time asymptotic properties of five models appearing in Physics. These are the {\bf Improved, Good, and $abcd$ Boussinesq} models, and the {\bf Skyrme and Adkins-Nappi} models. ...