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A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
Communications in Statistics - Simulation and Computation, 2011Stochastic volatility models have been widely appreciated in empirical finance such as option pricing, risk management, etc. Recent advances of Markov chain Monte Carlo (MCMC) techniques made it possible to fit all kinds of stochastic volatility models of increasing complexity within Bayesian framework.
Yong Li, Zhong-Xin Ni, Jin-Guan Lin
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The Journal of the Acoustical Society of America, 2001
This study presents stochastic models of jitter. Jitter designates small, random, involuntary perturbations of the glottal cycle lengths. Jitter is a base-line phenomenon that may be observed in all voiced speech sounds. Knowledge of its properties is therefore relevant to the acoustic modeling, analysis, and synthesis of voice quality. Also, models of
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This study presents stochastic models of jitter. Jitter designates small, random, involuntary perturbations of the glottal cycle lengths. Jitter is a base-line phenomenon that may be observed in all voiced speech sounds. Knowledge of its properties is therefore relevant to the acoustic modeling, analysis, and synthesis of voice quality. Also, models of
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A Stochastic Programming Model
Econometrica, 1963zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On calibration of stochastic and fractional stochastic volatility models
European Journal of Operational Research, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Milan Mrázek +2 more
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On stochastic compartmental models
Journal of Mathematical Biology, 1989The statistical averaging of compartmental models with parameters being random processes is derived for the case of vanishing input and uniformly bounded input. The difference of resulting models is discussed.
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Stochastic Model Checking of the Stochastic Quality Calculus
2015The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input.
Flemming Nielson +2 more
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A Stochastic Model for Financiers
2007Si illustrano due modelli di comportamento, il primo per il finanziatore legale ed il secondo per quello illegale evidenzindone i fondamentali scopi di tali soggetti economici e quindi le conseguenti peculiarità dei due modelli.
R. Barone +2 more
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Extended Kalman Filter Based on Stochastic Epidemiological Model for COVID-19 Modelling
Computers in Biology and Medicine, 2021Yongmin Zhong, Xinhe Zhu, Chengfan Gu
exaly