Auflistung Wirtschaftswissenschaftliche Fakultät nach Titel
Anzeige der Publikationen 861-880 von 1448
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2007-08-02DiskussionspapierOccupational Choice and the Spirit of Capitalism The British Industrial Revolution triggered a reversal in the social order whereby the landed elite was replaced by industrial capitalists rising from the middle classes as the economically dominant group. Many observers ...
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2006-06-09BuchOn adaptive estimation in partial linear models The problem of estimation of the finite dimensional parameter in a partial linear model is considered. We derive upper and lower bounds for the second minimax order risk and show that the second order minimax estimator is ...
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2005-09-21BuchOn adaptive estimation in partial linear models
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2005-10-13BuchOn adaptive smoothing in partial linear models
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2009-10-29DiskussionspapierOn economic evaluation of directional forecasts It is commonly accepted that information is helpful if it can be exploited to improve a decision mak- ing process. In economics, decisions are often based on forecasts of up{ or downward movements of the variable of interest. ...
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2006-03-16BuchOn Estimating a dynamic function of a stochastic system with averaging We consider a two-scaled diffusion system, when drift and diffusion parameters of the “slow” component are contaminated by the “ fast” unobserved component. The goal is to estimate the dynamic function which is defined by ...
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1997-08-01BuchOn Estimation of Monotone and Concave Frontier Functions When analyzing the productivity of firms, one may want to compare how the firms transform a set of inputs x (typically labor, energy or capital) into an output y (typically a quantity of goods produced). The economic ...
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2001-02-23BuchOn guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
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2011-10-17DiskussionspapierOn heterogeneous latent class models with applications to the analysis of rating scores Discovering the preferences and the behaviour of consumers is a key challenge in mar- keting. Information about such topics can be gathered through surveys in which the respondents must assign a score to a number of items. ...
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2005-10-13BuchOn integrals with respect to Lévy processes
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2005-10-24BuchOn Itô's formula for multidimensional Brownian motion
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2006-06-01BuchOn L2-Projections on a Space of Stochastic Integrals
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2003-12-03BuchOn L2-stability of solutions of Linear Stochastic Delay Differential Equations
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2005-10-20BuchOn Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay We obtain an explicit form of fine large deviation theorems for the log-likelihood ratio in testing models with observed Ornstein-Uhlenbeck processes and get explicit rates of decrease for error probabilities of Neyman-Pearson, ...
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2005-06-13DiskussionspapierOn Local Times of Ranked Continuous Semimartingales We derive the decomposition of the ranked continuous semimartingales i.e. orderstatistics processes. We apply it to portfolios generated by functions of the ranked market weights. Thus we generalize recent results of Fernholz.
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2002-07-24BuchOn Lp-stability of numerical schemes for Affine Stochastic Delay Differential Equations
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2005-10-20BuchOn Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes We study a bond market model and related term structure of interest rates where prices of zero coupon bonds are driven by a jump-diffusion process. We present a criterion on the deterministic forward rate volatilities under ...
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2006-09-11DiskussionspapierOn Maximal Inequalities for some Jump Processes We present a solution to the considered in [5] and [22] optimal stopping problem for some jump processes. The method of proof is based on reducing the initial problem to an integro-differential free-boundary problem where ...
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2006-01-20BuchOn model based seasonal adjustment procedures In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the ...
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2005-10-12BuchOn oscillations of the geometric Brownian motion with time delayed drift