Add to ORKGThe objective of the present thesis is to solve some relevant financial problems through applications and generalizations of parametric and nonparametric Bayesian statistical methodologie
In this paper, we partially review probabilistic and time series models in finance. Both discrete an...
This thesis deals with parametric statistical methods, which consist in testing hypotheses about the...
The interaction between mathematicians and statisticians working in the actuarial and financial fiel...
This paper gives a brief overview on the nonparametric techniques that are useful for financial econ...
Diese Dissertation untersucht sowohl den methodischen als auch den empirischen Aspekt einiger Bayess...
This paper gives a selective review on the recent developments of nonparametric methods in continuou...
In this chapter we discuss the use of Bayesian nonparametric methods for time series anal- ysis. Fir...
Abstract. In this review paper we summarise several nonparametric methods recently applied to the pr...
In this paper we describe the challenges of Bayesian computation in Finance. We show that empirical ...
This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications ...
This volume is a collection of papers selected and peer reviewed from the more than 100 presented at...
This paper outlines a general methodology for estimating the parameters of financial models commonly...
Diplomdarbā tiek apskatītas parametriskās un neparametriskās Beijesa metodes. Tiek salīdzinātas Beij...
This thesis presents a class of discrete time univariate stochastic volatility models using Bayesian...
In this diploma thesis we study basic models of time series, both parametric and nonparametric, and ...
In this paper, we partially review probabilistic and time series models in finance. Both discrete an...
This thesis deals with parametric statistical methods, which consist in testing hypotheses about the...
The interaction between mathematicians and statisticians working in the actuarial and financial fiel...
This paper gives a brief overview on the nonparametric techniques that are useful for financial econ...
Diese Dissertation untersucht sowohl den methodischen als auch den empirischen Aspekt einiger Bayess...
This paper gives a selective review on the recent developments of nonparametric methods in continuou...
In this chapter we discuss the use of Bayesian nonparametric methods for time series anal- ysis. Fir...
Abstract. In this review paper we summarise several nonparametric methods recently applied to the pr...
In this paper we describe the challenges of Bayesian computation in Finance. We show that empirical ...
This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications ...
This volume is a collection of papers selected and peer reviewed from the more than 100 presented at...
This paper outlines a general methodology for estimating the parameters of financial models commonly...
Diplomdarbā tiek apskatītas parametriskās un neparametriskās Beijesa metodes. Tiek salīdzinātas Beij...
This thesis presents a class of discrete time univariate stochastic volatility models using Bayesian...
In this diploma thesis we study basic models of time series, both parametric and nonparametric, and ...
In this paper, we partially review probabilistic and time series models in finance. Both discrete an...
This thesis deals with parametric statistical methods, which consist in testing hypotheses about the...
The interaction between mathematicians and statisticians working in the actuarial and financial fiel...