Listagem FGV EPGE - Ensaios Econômicos por Assunto "Estatística matemática"

Itens para a visualização no momento 1-3 of 3

    • Laws of large numbers for non-additive probabilities 

      Dow, James; Werlang, Sérgio Ribeiro da Costa
      1993-12
      We 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 ...

    • On the statistical estimation of diffusion processes - a partial survey 

      Cysne, Rubens Penha
      2004-10-16
      Data 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 

      Cysne, Rubens Penha
      2004-04-01
      Data 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 ...