Approximation of Jump Diffusions in Finance and Economics [PDF]
In finance and economics the key dynamics are often specified via stochastic differential equations (SDEs) of jump-diffusion type. The class of jump-diffusion SDEs that admits explicit solutions is rather limited.
Nicola Bruti-Liberati, Eckhard Platen
core
Bayesian Estimation of Multicomponent Stress-Strength Model Using Progressively Censored Data from the Inverse Rayleigh Distribution. [PDF]
Entropy (Basel)Yılmaz A.
europepmc +1 more source
Everything Is Prediction: Modern Machine Learning as Bayesian Inference. [PDF]
Entropy (Basel)Polson NG, Sokolov V, Soyer R.
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Statistical Inference for the Entropy of the Transmuted Weibull Distribution Under Progressive Type-II Censored Samples. [PDF]
Entropy (Basel)Zeng Y, Wu X, Xiao S.
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The estimation of the Burr-XII parameters with middle-censored data. [PDF]
Springerplus, 2015 Abuzaid AH.
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Improved initial approximation for errors-in-variables system identification
Errors-in-variables system identification can be posed and solved as a Hankel structured low-rank approximation problem. In this paper different estimates based on suboptimal low-rank approximations are considered.
Usevich, Konstantin
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Objective Priors for Invariant e-Values in the Presence of Nuisance Parameters. [PDF]
Entropy (Basel)Bortolato E, Ventura L.
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Variational Algorithms for Analyzing Noisy Multistate Diffusion Trajectories. [PDF]
Biophys J, 2018 Lindén M, Elf J.
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The R2D2 prior for generalized linear mixed models. [PDF]
Am StatYanchenko E, Bondell HD, Reich BJ.
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Estimating Bayesian Phylogenetic Information Content. [PDF]
Syst Biol, 2016 Lewis PO +7 more
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