结果:找到“M-estimation”相关内容1000个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Bayesian Estimation of DSGE Models
2 个回复 - 1776 次查看
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
3 个回复 - 1496 次查看
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
Fourier-Malliavin Volatility Estimation
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Fourier-Malliavin Volatility Estimation
Theory and Practice
Maria Elvira MancinoMaria Cristina RecchioniSimona Sanfelici
Introduction
This volume is a user-friendly presentation of the main ...
2017-10-23 18:43 - deem - 金融学(理论版)