Rainer haidiger

 

Top Tags Applied by Rainer	1 - 4 of 4
arma, brownian motion, ornstein, time series analysis

Files Tagged by Rainer					View all 1 - 4 of 4
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
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	57	10	4.45455 4.5 | 11 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	12	1	3.0 3.0 | 1 rating
09 Jun 2008		Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB Author: Vincent Leclercq	monte carlo simulatio..., finance, analysis, modeling, variance reduction, ornstein	238	11	3.83333 3.8 | 6 ratings
21 Dec 2007		Brownian Motion Function to simulate Brownian Motion Author: Abhirup Lahiri	brownian motion, stochastic calculus, simulation, brownian, simulation model, cont	17	1	2.0 2.0 | 1 rating