Contents 1.1 Examples of Stochastic Processes . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Review of basic facts in measure theory . . . . . . . . . . . . . . . . . . . . . . 4 1.2.1 Measurable Spaces . . . . . . . . . . . . . ....
Contents List of exercises ix Preface to the series xv Preface xix 1 The subjective interpretation of probability 1 2 Bayesian inference 11 3 Point estimation 29 4 Frequentist properties of Bayesian estimators 37 5 Interval estimation 51 6...
Contents I Probability 1 Probability 3 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Sample Spaces and Events . . . . . . . . . . . . . . . . . . . . . 3 1.3 Probability . . . . . . . . . . . . . . . . ....
List of Figures xiii List of Tables xix Foreword xxi Preface xxiii Acknowledgments xxvii CHAPTER 1 Stochastic Volatility and Local Volatility 1 Stochastic Volatility 1 Derivation of the Valuation Equation 4 Local Volatility 7 History 7 A B...
Nonparametric Statistics for Stochastic Processes: Estimation and Prediction This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit...
Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v Chapter 1. Constructions and extensions of measures . . . . . . . . . . . . 1 1.1. Measu...
计量经济学基础（古扎拉蒂，人大第四版） 引言...................................................................................................1 第一篇 单一方程回归模型..................................................................1 第一...
作者：李子奈 叶阿忠 目录 1、绪论 2、模型结构非经典的计量经济学模型 3、估计方法非经典的计量经济学模型 4、数据类型非经典的计量经济学模型 5、非线性计量经济学模型 6、动态计量经济学模型...
详细的计量经济学+EVIEWS应用...
Heavy-tail analysis is a branch of extreme-value theory devoted to studying phenomena governed by large movements rather than gradual ones. It encompasses both probability modeling as well as statistical inference. Its mathematical tools a...
