Rank: 22005 based on downloads (last 30 days) and 0 files submitted

Rainer haidiger

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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	125	8	4.4 4.4 \| 10 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	arma, loglikelihood, kalman filter, probability, statistics	33	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..., variance reduction, analysis, modeling, finance, ornstein	447	7	3.33333 3.3 \| 3 ratings
21 Dec 2007	Brownian Motion Function to simulate Brownian Motion Author: Abhirup Lahiri	brownian motion, simulation, brownian, simulation model, stochastic calculus, cont	96	1	2.0 2.0 \| 1 rating

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