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Rainer haidiger

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Top Tags Applied by Rainer
arma, brownian motion, ornstein, time series analysis
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(last 30 days)
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20 May 2009 ARMASA Automatic program to estimate the power spectral density with only statistically significant details Author: Piet M T Broersen time series analysis, spectral analysis, correlation analysis 42 12
  • 4.5
4.5 | 12 ratings
24 Jul 2008 Exact Negative Log-likelihood of ARMA models via Kalman Filtering Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter Author: Statovic loglikelihood, kalman filter, arma, probability, statistics 6 1
  • 3.0
3.0 | 1 rating
09 Jun 2008 Screenshot Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq monte carlo simulatio..., finance, analysis, modeling, variance reduction, ornstein 164 12
  • 3.83333
3.8 | 6 ratings
21 Dec 2007 Brownian Motion Function to simulate Brownian Motion Author: Abhirup Lahiri brownian, brownian motion, stochastic calculus, simulation, simulation model, cont 2 1
  • 2.0
2.0 | 1 rating

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