51

A New Model for Multivariate Markov Chains

Year:
2014
Language:
english
File:
PDF, 247 KB
english, 2014
56

Estimation and inference in multivariate Markov chains

Year:
2015
Language:
english
File:
PDF, 200 KB
english, 2015
66

Purchasing Power Parity Analyzed from a Continuous-Time Model

Year:
2011
Language:
english
File:
PDF, 648 KB
english, 2011
83

Nonparametric Estimation of Second-Order Stochastic Differential Equations

Year:
2007
Language:
english
File:
PDF, 1.44 MB
english, 2007
84

Structural change test in duration of bull and bear markets

Year:
2016
Language:
english
File:
PDF, 450 KB
english, 2016
85

A simple nonparametric method to estimate the expected time to cross a threshold

Year:
2017
Language:
english
File:
PDF, 377 KB
english, 2017