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昆明理工大学理学院概率论与数理统计课件Chapter 1 The Axioms of Probability--The relative frequency definition of probability
昆明理工大学理学院 概率论与数理统计 课件 Chapter 1 The Axioms of Probability The relative frequency definition of probability
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 1 The Axioms of Probability--The relative frequency definition of probability.
Modeling high-frequency financial data by pure jump processes
Diffusion pure jump process semi-martingales high-frequency data hypothesis testing
2012/6/21
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
High-frequency sampling and kernel estimation for continuous-time moving average processes
CARMA process continuous-time moving average process discretely sampled process FICARMA process gamma kernel
2011/9/19
Abstract: Interest in continuous-time processes has increased rapidly in recent years, largely because of the high-frequency data available in many areas of application, particularly in finance and tu...
A New Adaptive Channel Estimation for Frequency Selective Time Varying Fading OFDM Channels
Adaptive Channel Estimation Frequency Selective Time Varying Fading OFDM Channels
2010/12/10
In this paper a new algorithm for adaptive dynamic channel estimation for frequency selective time varying fading OFDM channels is proposed.