* 4 Ergebnisse Suchbegriff eingeben Suche Filter zurücksetzen Suchfilter Inhaltstyp Publikationen (4) Publikationstyp Arbeitspapier (3) Journal Article (1) Forschung Internationale Makroökonomik (4) Makroökonomische Forschung (4) Experten Thomas Lux (4) Jaba Ghonghadze (2) Zeitraum Letzter Monat Letztes Jahr Zeitraum wählen Startdatum bis Enddatum Sortieren nach Relevanz Datum Aktive Filter Experten: Thomas Lux Tags: Fokker-Planck equation Alle Filter entfernen Arbeitspapier Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach 01.07.2012 Maximum likelihood estimation of discretely observed diffusion processes is mostly hampered by the lack of a closed form solution of the transient density. It has recently been argued that a most generic remedy to this problem is the numerical... Arbeitspapier Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.02.2009 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a... Journal Article Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.01.2012 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a... Arbeitspapier Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach 01.01.2013 Maximum likelihood estimation of discretely observed diffusion processes is mostly hampered by the lack of a closed form solution of the transient density. It has recently been argued that a most generic remedy to this problem is the numerical...
Arbeitspapier Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach 01.07.2012 Maximum likelihood estimation of discretely observed diffusion processes is mostly hampered by the lack of a closed form solution of the transient density. It has recently been argued that a most generic remedy to this problem is the numerical...
Arbeitspapier Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.02.2009 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a...
Journal Article Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.01.2012 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a...
Arbeitspapier Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach 01.01.2013 Maximum likelihood estimation of discretely observed diffusion processes is mostly hampered by the lack of a closed form solution of the transient density. It has recently been argued that a most generic remedy to this problem is the numerical...