Now showing items 1-10 of 916
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 ...
Drunk gamblers : the impact of legalized gambling on alcohol consumption
(Universidad de San Andrés. Departamento de Economía, 2011)
This Paper studies the effect of legal gambling on alcohol consumption in the
United States. The analysis uses the fact that different states legalized gambling in
different periods, while some states have not legalized ...
A state-space parameterization for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions
(Universidade Estadual Paulista (Unesp), 2016-11-25)
Esta tese apresenta uma parametrização no espaço de estados para a transformada wavelet rápida. Esta parametrização é baseada em funções de base ortonormal e filtros de resposta finita ao impulso simultaneamente, uma vez ...
Existence and stability of steady states solutions of flat Vlasov-Poisson system with a central mass density
(Universidad de Chile, 2022)
We study a Newtonian model, that allows us to describe some phenomena in stellar dynamics. This model is described by a partial differential equation known as the Vlasov equation or the Liouville equation, whose solutions ...