## Found 64 Documents (Results 1–64)

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### Linear IV regression estimators for structural dynamic discrete choice models. (English)Zbl 1471.62533

MSC:  62P20 62J05 91B06
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### Application of intertemporal CAPM on international corporate finance. (English)Zbl 1451.91224

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485-517 (2021).
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### Stochastic differential equation systems for an SIS epidemic model with vaccination and immigration. (English)Zbl 1378.92071

MSC:  92D30 60H10 62P10
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### Monte-Carlo methods and stochastic processes. From linear to non-linear. (English)Zbl 1359.65012

Boca Raton, FL: CRC Press (ISBN 978-1-4987-4622-9/hbk; 978-1-315-36875-7/ebook). xxv, 309 p. (2016).

MSC:  62-XX
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### Assessing misspecified asset pricing models with empirical likelihood estimators. (English)Zbl 1443.62419

MSC:  62P20 62G05 62P05
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### A multiresolution method for parameter estimation of diffusion processes. (English)Zbl 1258.62089

MSC:  62M05 62F15 65C60
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### Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research. (English)Zbl 1274.62906

MSC:  62P10 65C60 65D05 65L06 92C50
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### Ancient astronomical observations and the study of the Moon’s motion (1691-1757). (English)Zbl 1238.85003

Sources and Studies in the History of Mathematics and Physical Sciences. New York, NY: Springer (ISBN 978-1-4614-2148-1/hbk; 978-1-4614-2149-8/ebook). xiv, 158 p. (2012).
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### Estimation of allocative inefficiency and productivity growth with dynamic adjustment costs. (English)Zbl 1210.91099

MSC:  91B82 62P20
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### Bayesian analysis of growth curves using mixed models defined by stochastic differential equations. (English)Zbl 1203.62187

MSC:  62P10 62F15 60H10 92D25 65C50
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### Mean-square rate of convergence of the optimal filtration process of the discrete time model to the corresponding continuous time process. (Ukrainian. English summary)Zbl 1224.60145

MSC:  60H10 62M09 62N02

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### Three general multivariate semi-Pareto distributions and their characterizations. (English)Zbl 1116.62062

MSC:  62H05 39B99
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### Asymptotic behavior of the unit root bilinear model with fractional Gaussian noise. Euler’s scheme with small perturbations. (Russian, English. English summary)Zbl 1125.60050

Zap. Nauchn. Semin. POMI 341, 5-33 (2007); translation in J. Math. Sci., New York 147, No. 4, 6847-6863 (2007).
MSC:  60H10 60G15 62P05
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### Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints. (English)Zbl 1093.62011

MSC:  62B10 62H12 62F10
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### Pseudosolution of linear functional equations. Parameters estimation of linear functional relationships. (English)Zbl 1077.62052

Mathematics and its Applications (Springer) 576. New York, NY: Springer (ISBN 0-387-24505-7/hbk). ix, 238 p. (2005).
MSC:  62J05 62-02 65Q05 65R20 65-02 39B05 45A05 65C60

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### A numerical approach to the estimation of search effort in a search for a moving object. (English)Zbl 1047.62123

Rogina, M. (ed.) et al., Applied mathematics and computation. Proceedings of the conference applied mathematics and computation, Dubrovnik, Croatia, September 13–18, 1999. Zagreb: Univ. Zagreb, Department of Mathematics (ISBN 953-6076-70-5/pbk). 129-136 (2001).

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### Maximum likelihood estimates of a class of one-dimensional stochastic differential equation models from discrete data. (English)Zbl 0979.62062

MSC:  62M05 60H10
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### Testing for nonlinearity with partially observed time series. (English)Zbl 1037.62094

MSC:  62M10 62H15
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### Matrix analysis and applied linear algebra (incl. CD-ROM and solutions manual). (English)Zbl 0962.15001

Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 0-89871-454-0/hbk). xii, 718 p./solutions manual 171 p. (2000).

### Convergence of discretized stochastic (interest rate) processes with stochastic drift term. (English)Zbl 0915.60064

MSC:  60H10 62P20
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### Reference priors under the chi-squared distance. (English)Zbl 0884.62006

MSC:  62A01 62F15 62C10

### The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment. (English)Zbl 0834.62107

MSC:  62P20 91B28
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### A new approach to maximum likelihood estimation for stochastic differential equations based on discrete observations. (English)Zbl 0827.62087

MSC:  62M05 60H10 62F12

### Empirical analysis of optimal firm behaviour: Asymmetric adjustment in labour and capital demand in the manufacturing sector in the Netherlands and the U.K. (English)Zbl 0824.90036

Schneeweiß, Hans (ed.) et al., Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. Heidelberg: Physica-Verlag. Contributions to Economics. 182-213 (1993).
MSC:  91B84 62P20 91B62

### Asymptotic moments and distribution of nearest marker distances when major genes and marker polymorphisms are unevenly distributed. (English)Zbl 0819.62091

MSC:  62P10 62E20 92D10
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### On the history of the principle of least squares. (English)Zbl 0783.01004

Reviewer: H.Grimm (Jena)
MSC:  01A50 01A55 62-03
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### The variational form of certain Bayes estimators. (English)Zbl 0739.62046

MSC:  62H12 62F15 62C99
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### Testing nonnested Euler conditions with quadrature-based methods of approximation. (English)Zbl 0728.62105

MSC:  62P20 93E20
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### Some geometric aspects of adjustment. (English)Zbl 0672.62104

Festschrift to Torben Krarup, 77-89 (1989).

### The geometry of nonlinear adjustment - the planar trisection problem. (English)Zbl 0672.62103

Festschrift to Torben Krarup, 149-172 (1989).

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### Discrete approximation of nonlinear filtering for stochastic delay equations. (English)Zbl 0638.93080

Reviewer: W.Rümelin
MSC:  93E25 34K35 93E11 62M20 93C10
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### On the B-convergence of the $$\theta$$-method over infinite time for time stepping for evolution equations. (English)Zbl 0614.65065

Trends in the theory and practice of nonlinear analysis, Proc. 6th Int. Conf., Arlington/Tex. 1984, North-Holland Math. Stud. 110, 33-40 (1985).

### Consistency in regression models specified by differential equations. (English)Zbl 0505.62051

MSC:  62J02 62J05 62G20

MSC:  62P20
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