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Nonlinear Ehrenfest's urn model
Physical Review E, 2015Ehrenfest's urn model is modified by introducing nonlinear terms in the associated transition probabilities. It is shown that these modifications lead, in the continuous limit, to a Fokker-Planck equation characterized by two competing diffusion terms, namely, the usual linear one and a nonlinear diffusion term typical of anomalous diffusion.
G A, Casas, F D, Nobre, E M F, Curado
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The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for,
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Modelling Nonlinear Economic Relationships
1993Abstract This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the relationship between variables in a macroeconomy.
Granger, Clive W.J., Terasvirta, Timo
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