Random coefficient continuous systems: Testing for extreme sample path behaviour
This paper studies a continuous time dynamic system with a random persistence parameter. The exact discrete time representation is obtained and related to several discrete time random coefficient models currently in the literature. The model distinguishes various forms of unstable and explosive beha...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
|---|---|
| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2017
|
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/soe_research/2115 https://ink.library.smu.edu.sg/context/soe_research/article/3115/viewcontent/Double_Asymptotics_for_OU_process_in_a_random_environment19_.pdf |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|