Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Estatística matemática"
Now showing items 1-8 of 8
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Biased procurement
2003-02-27 -
Diferenciação vertical em um modelo de hotelling com firmas heterogêneas
2009-11-21This paper presents a duopolist model with heterogeneous firms (different marginal costs) and assimetric information about the vertical preferences of the consumers. We find that the asymmetry of information on the vertical ... -
Laws of large numbers for non-additive probabilities
1993-12We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a ... -
Multiperiod corporate default prediction with partially-conditioned forward intensity
2012-12Trabalho apresentado por Andras Fulop - ESSEC Business School no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php -
On the statistical estimation of diffusion processes - a partial survey
2004-10-16Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical ... -
On the statistical estimation of diffusion processes: a survey
2004-04-01Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods ... -
Spectral properties of temporally aggregated long memory processes
2003-10-23This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise ...
