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求A class of minimum-distance estimators for diffusion processes with ergodic pr
4 个回复 - 807 次查看【作者(必填)】H.M. Dietz, and Yu.A. Kutoyants, 【文题(必填)】A class of minimum-distance estimators for diffusion processes with ergodic properties 【年份(必填)】Statist. Decisions 15 (1997), pp ...2016-5-31 20:28 - weilinhy - 求助成功区

Dynamical Systems and Ergodic Theory
1 个回复 - 225 次查看 Dynamical Systems and Ergodic Theory 作者: Pollicott, Mark; Yuri, Michiko; Bruce, J. W. 出版年: 1998-1 页数: 196 定价: $ 57.63 丛书: London Mathematical Society Student Texts ISBN: 97805215759 ...2024-3-10 05:14 - wxwpxh - 经济金融数学专区

Ergodic Theory
1 个回复 - 383 次查看 Ergodic Theory 作者: Petersen, K. E. 出版年: 1989-11 页数: 344 定价: $ 85.88 丛书: Cambridge Studies in Advanced Mathematics ISBN: 97805213899762023-5-3 13:32 - wxwpxh - 量化投资

求One-Dimensional Ergodic Schrödinger Operators I
2 个回复 - 233 次查看【作者(必填)】David Damanik, Jake Fillman 【文题(必填)】One-Dimensional Ergodic Schrödinger Operators I 【年份(必填)】2022 【全文链接或数据库名称(选填)】http://www.ams.org/books/gsm/221 ...2023-2-8 16:34 - 北固隐 - 求助成功区

求符号动力系统Topological and Ergodic Theory
2 个回复 - 281 次查看【作者(必填)】【文题(必填)】Topological and Ergodic Theory of Symbolic Dynamics 【年份(必填)】【全文链接或数据库名称(选填)】http://www.ams.org/books/gsm/228/2023-2-8 16:33 - 北固隐 - 求助成功区

Probability, Random Processes, and Ergodic Properties (Second Edition)
19 个回复 - 3508 次查看 http://www.amazon.com/Probability-Random-Processes-Ergodic-Properties/dp/1441910891/ref=sr_1_1?ie=UTF8&qid=1249205724&sr=8-1 Probability, Random Processes, and Ergodic Properties By Robe ...2009-8-2 17:41 - wesker1999 - 经济金融数学专区

Ergodic Theory, Hyperbolic Dynamics and Dimension Theory (Universitext系列)
57 个回复 - 6052 次查看 Over the last two decades, the dimension theory of dynamical systems has progressively developed into an independent and extremely active field of research. The main aim of this volume is to offer a u ...2015-5-18 01:41 - lasgpope - 量化投资

[遍历理论]Ergodic Theory
21 个回复 - 4677 次查看 Ergodic theory is one of the few branches of mathematics which has changed radically during the last two decades. Before this period, with a small number of exceptions, ergodic theory dealt primarily ...2015-7-6 20:49 - lasgpope - 量化投资

Nonparametric drift estimation from ergodic samples
2 个回复 - 776 次查看【作者(必填)】【文题(必填)】Nonparametric drift estimation from ergodic samples 【年份(必填)】Journal of Nonparametric StatisticsVolume 5, Issue 4, 1995 【全文链接或数据库名称(选填)】http://www. ...2015-1-26 07:22 - ssylzz - 求助成功区

Topology, Ergodic Theory, Real Algebraic Geometry
2 个回复 - 795 次查看【作者(必填)】【文题(必填)】Topology, Ergodic Theory, Real Algebraic Geometry= 【年份(必填)】【全文链接或数据库名称(选填)】www.ams.org/books/trans2/202 Topology, Ergodic Theory, Real Algeb ...2018-11-12 13:26 - 北固隐 - 求助成功区

Ergodic Theorems
3 个回复 - 1668 次查看如果你知道Varian在成为经济学家之前是研究动态系统的，想有所成就的经济学者应该学习动态系统。如果一个经济学者觉得大数据和机器学习会是很有用的研究工具，也该学习一下“遍历理论”。而这本教材是经典之一。 Ul ...2018-10-2 00:20 - leosong - 经济金融数学专区

The Ergodic Theory of Discrete Sample Paths
0 个回复 - 728 次查看学习机器学习的最佳起始点。一定要理解此书里的每一个概念，为发现此书也是讲解最清晰的，没有之一。 From the PublisherFeatures:Emphasis on recent combinatorial results about sample paths. Careful treatme ...2018-9-30 01:31 - leosong - 量化投资

好书分享statistical inference for ergodic diffusion processes by Kutoyants
3 个回复 - 1287 次查看 2017-1-6 04:27 - gerrac - 量化投资

求书：Operator Theoretic Aspects of Ergodic Theory
3 个回复 - 998 次查看【作者(必填)】Tanja Eisner (Author), Bálint Farkas (Author), Markus Haase (Author), Rainer Nagel (Author) 【文题(必填)】Operator Theoretic Aspects of Ergodic Theory 【年份(必填)】2015 【全 ...2015-11-29 12:19 - caifacai - 求助成功区

求Estimation for misspecified ergodic diffusion processes from discrete observat
3 个回复 - 997 次查看【作者(必填)】Masayuki Uchida [/backcolor]and[/backcolor] [/backcolor]Nakahiro Yoshida 【文题(必填)】Estimation for misspecified ergodic diffusion processes from discrete observations[/backcolor] ...2016-10-7 17:17 - weilinhy - 求助成功区

求 Goodness of fit test for ergodic diffusion processes
2 个回复 - 617 次查看【作者(必填)】 Gao J, Casas I【文题(必填)】 Specification testing in discretized diffusion models: Theory and practice[ 【年份(必填)】2008 【全文链接或数据库名称(选填)】Journal of econometrics, ...2016-9-12 10:02 - weilinhy - 求助成功区

求Goodness of fit test for ergodic diffusions by tick time sample scheme
2 个回复 - 622 次查看【作者(必填)】Negri I, Nishiyama Y. 【文题(必填)】Goodness of fit test for ergodic diffusions by tick time sample scheme 【年份(必填)】2010 【全文链接或数据库名称(选填)】Statistical inferenc ...2016-9-12 10:16 - weilinhy - 求助成功区

求 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenb
1 个回复 - 585 次查看【作者(必填)】K. Tanaka, 【文题(必填)】 Maximum likelihood estimation for the non-ergodic fractional Ornstein–Uhlenbeck process, 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Stat. Infer ...2016-6-6 23:24 - weilinhy - 求助成功区

求 A class of minimum-distance estimators for diffusion processes with ergodic p
1 个回复 - 441 次查看【作者(必填)】 H.M. Dietz, Yu.A. Kutoyants.. 【文题(必填)】Some comments concerning a curious singularity 【年份(必填)】1997 【全文链接或数据库名称(选填)】Statistics & Decisions, 15:211–227, ...2016-6-2 22:18 - weilinhy - 求助成功区

求Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic
2 个回复 - 836 次查看【作者(必填)】H.M. Dietz 【文题(必填)】Asymptotic behaviour of trajectory fitting estimators for certain non-ergodic SDE 【年份(必填)】Stat. Inference Stoch. Process 4(3) (2001), pp. 249– 258. ...2016-5-31 20:27 - weilinhy - 求助成功区

Dynamical Systems II_ Ergodic Theory with Applications to Dynamical Systems and
2 个回复 - 1198 次查看 Dynamical Systems II_ Ergodic Theory with Applications to Dynamical Systems and Statistical Mechanics-Springer (1996)[Ya.G. Sinai (Editor)]2014-9-25 20:21 - 天狮 - R语言论坛

An Ergodic Control Problem for Reflected Diffusion with Jump
2 个回复 - 847 次查看【作者(必填)】 [*]JOSÉ LUIS MENALDI† and [*]MAURICE ROBIN 【文题(必填)】An Ergodic Control Problem for Reflected Diffusion with Jump 【年份(必填)】1984 【全文链接或数据库名称 ...2014-9-3 08:06 - ssylzz - 求助成功区

CONVERGENCE IN ERGODIC THEORY AND PROBABILITY,pp 273-276
2 个回复 - 1075 次查看【作者(必填)】 DL Li;MB Rao 【文题(必填)】 A Note on the Law of the Iterated Logarithm for Weighted Sums of Independent Identically Distributed Random-Variables 【年份(必填)】 1995 【全文链接或 ...2014-4-18 15:34 - xuxu8803 - 文献求助专区

Statistical Inference for Ergodic Diffusion Processes
1 个回复 - 870 次查看【作者(必填)】Dr Yury A. Kutoyants 【文题(必填)】Statistical Inference for Ergodic Diffusion Processes 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007% ...2013-10-25 13:13 - 352693585 - 求助成功区

Strong ergodicity for Markov processes by coupling methods
2 个回复 - 690 次查看【作者(必填)】Yong-Hua Mao 【文题(必填)】Strong ergodicity for Markov processes by coupling methods 【年份(必填)】2002 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/321 ...2013-9-5 17:21 - wyq1987 - 求助成功区

求书：Statistical inference for ergodic diffusion processe 2004
1 个回复 - 1243 次查看【作者(必填)】 Kutoyants, Y 【文题(必填)】 Statistical inference for ergodic diffusion processe 【年份(必填)】 2004 【全文链接或数据库名称(选填)】 Kutoyants, Y.Statistical inference for erg ...2013-4-5 16:31 - sunshinefd - 求助成功区

Parameter continuity of the ergodic cost for a growth optimal portfolio with pro
1 个回复 - 936 次查看【作者(必填)】 Duncan, T.E. ; Dept. of Math., Univ. of Kansas, Lawrence, KS, USA ; ...2013-5-28 16:00 - 迷途mitu - 求助成功区

Entropy in ergodic theory and homogeneous dynamics
1 个回复 - 2237 次查看 This is a project that aims to develop enough of the basic machinery of ergodic theory to describe some of the recent applications of ergodic theory to number theory. Two specific emphases are to avoi ...2010-1-24 16:53 - zns606 - 数据分析与数据挖掘

Probability_Random Processes_and Ergodic Properties
2 个回复 - 2544 次查看共上传了三个文件后是要按发表吗我也不知道如果有成功大家快乐就好了2005-12-28 20:52 - erhyin - 计量经济学与统计软件

Probability, random processes and ergodic properties
0 个回复 - 1094 次查看很好的一本随机方面的书。2010-9-2 16:07 - chenkaigood - 金融学（理论版）

关于ergodic mean
1 个回复 - 1510 次查看 Here is the problem. In A(t+1)=p*In A(t)+e(t), e(t) is i.i.d N(0,a^2) what's ergodic mean of A(t)? p.s. what's the meaning of ergodic mean?2010-5-1 04:37 - fgleric - 金融学（理论版）

英文原版：Probability, Random Processes, and Ergodic Properties
3 个回复 - 1713 次查看 2009-5-24 23:34 - rwbrave - 计量经济学与统计软件

Lecture_notes_on_Ergodic_Theory
0 个回复 - 1166 次查看遍历理论不错的教材2009-11-15 09:40 - mathmli - 金融学（理论版）

Probability, Random Processes, and Ergodic Properties
1 个回复 - 1400 次查看 Probability, Random Processes, and Ergodic Properties2009-9-19 11:51 - 天字一号 - 经济金融数学专区

Introduction_to_Ergodic_Theory
2 个回复 - 1123 次查看关于概率,随机过程中的遍历定理的介绍2009-8-6 10:28 - 1982hefei - 计量经济学与统计软件

[求助]谁有 P.billingsley, Ergodic Theory and information一书？
1 个回复 - 2507 次查看 20 块大洋求助 P.billingsley, Ergodic Theory and information, Wiley,New York,1965 一书！！！！！！！！2008-11-6 22:29 - ljjpfx - 文献求助专区

请教计量高手：weakly stationary vs ergodicity
6 个回复 - 9366 次查看导致spurious regress的原因究竟是由于数据的不是弱稳定，还是由于不满足ergodicity（或者friendly一些的说法，weakly dependent）一般教科书中的说法是如果数据不满足稳定性，则会导致spurious regess，但我觉得似乎 ...2008-2-22 12:15 - jerryliu - 计量经济学与统计软件

Existence and Uniqueness of a Stationary and Ergodic Solution to Stochastic...
0 个回复 - 190 次查看 2005-6-8 16:30 - 论自由268 - Forum

Existence and Uniqueness of a Stationary and Ergodic Solution to Stochastic...
0 个回复 - 217 次查看 2005-6-8 14:14 - 人口出生率614 - Forum

A Goodness of Fit Test for Ergodic Markov Processes
0 个回复 - 186 次查看 2005-4-7 17:13 - 收入效应269 - Forum

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