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Bayesian Inference 贝叶斯推断
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在一般的linear estimation估计中,我们假设beta是constant but unknown 常数, 但在贝叶斯推断中,我们把beta当作随机变量。关于Bayesian Inference简单易东的notes~I hope this noteis helpful!
2022-7-11 05:48 - bianfulei - 现金交易版
Bayesian Estimation of DSGE Models
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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysi ...
2017-1-13 11:53 - nivastuli - 博弈论
Statistical Portfolio Estimation
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English | 2017 | ISBN: 1466505605 | 405 pages | PDF | 6,6 MB
This book presents an overview of the theory and applications of statistical portfolio estimation. The approach is necessarily mathemati ...
2017-10-17 11:36 - igs816 - 量化投资
Nonparametric estimation: parametric view
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Part I Model selection for linear methods
1 Quasi maximum likelihood estimation in linear models . . . . . . . . . . . . . . 17
2 Linear regression with random design . . . . . . . . . . . . . ...
2018-9-30 02:19 - leosong - 经济金融数学专区
Estimation and Control of Dynamical Systems
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This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easil ...
2018-5-24 07:10 - nivastuli - 博弈论