Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
批准号:
RGPIN-2017-05657
负责人:
Jasiak, Joann
金额:
$0.68万
依托单位:
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2017
资助国家:
加拿大
项目状态:
已结题
起止时间:
2017-01-01 至 2018-12-31
中文摘要
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英文摘要
This research proposal introduces new inference methods for dynamic processes that display nonlinear patterns, such as spikes in the trajectory, time varying volatility and/or level shifts. The methods include: 1) tests of trend and forecasts; 2) tests and estimators for dynamic models of these processes.
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Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
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批准号:RGPIN-2017-05657
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.68万
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财政年份:2022
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负责人:Jasiak, Joann
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依托单位:
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
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批准号:RGPIN-2017-05657
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.68万
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财政年份:2021
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负责人:Jasiak, Joann
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依托单位:
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
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批准号:RGPIN-2017-05657
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.68万
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财政年份:2020
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负责人:Jasiak, Joann
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依托单位:
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
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批准号:RGPIN-2017-05657
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.68万
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财政年份:2019
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负责人:Jasiak, Joann
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依托单位:
Inference Methods for Stationary Martingales and Other Non-Gaussian Processes
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批准号:RGPIN-2017-05657
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.68万
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财政年份:2018
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负责人:Jasiak, Joann
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依托单位:
Estimation and testing in nonlinear time series models
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批准号:356031-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:2012
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负责人:Jasiak, Joann
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依托单位:
Estimation and testing in nonlinear time series models
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批准号:356031-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:2011
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负责人:Jasiak, Joann
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依托单位:
Estimation and testing in nonlinear time series models
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批准号:356031-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:2010
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负责人:Jasiak, Joann
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依托单位:
Estimation and testing in nonlinear time series models
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批准号:356031-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:2009
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负责人:Jasiak, Joann
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依托单位:
Estimation and testing in nonlinear time series models
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批准号:356031-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$0.63万
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财政年份:2008
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负责人:Jasiak, Joann
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依托单位:
国内基金
海外基金
Computational Methods for Analyzing Toponome Data
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批准号:60601030
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项目类别:青年科学基金项目
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资助金额:17.0万元
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批准年份:2006
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负责人:Axel Mosig
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依托单位: