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Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics) 2008th Edition
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Systems Simulation: The Shortest Route to Applications. This site features information about discrete event system modeling and simulation. It includes discussions on descriptive simulation modeling, programming commands, techniques for sensitivity estimation, optimization and goal-seeking by simulation, and what-if analysis.
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2SLS: an abbreviation for two stage least squares, an instrumental variables estimation technique. Contexts: econometrics; estimation 3SLS: A kind of simultaneous equations estimation.
In probability theory and statistics, the skew normal distribution is a continuous probability distribution that generalises the normal …
Representation via a stochastic differential equation. An Ornstein–Uhlenbeck process, x t, satisfies the following stochastic differential equation: = (−) + where >, , and > are parameters and denotes the Wiener process.
Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and ...
Power system components are often described by nonlinear differential algebraic equation (DAE) models. These models are hard to analyze using conventional Lyapunov function techniques.
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