Stochastic Processes and Calculus
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-319-23428-1
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ardian, Aldin & Kumral, Mustafa, 2020. "Incorporating stochastic correlations into mining project evaluation using the Jacobi process," Resources Policy, Elsevier, vol. 65(C).
- Christensen, Kim & Oomen, Roel & Renò, Roberto, 2022. "The drift burst hypothesis," Journal of Econometrics, Elsevier, vol. 227(2), pages 461-497.
- Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, vol. 4(4), pages 1-16, November.
- Mathpati, Yogesh Chandrakant & More, Kalpesh Sanjay & Tripura, Tapas & Nayek, Rajdip & Chakraborty, Souvik, 2023. "MAntRA: A framework for model agnostic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
- Siripha Junlakarn & Radhanon Diewvilai & Kulyos Audomvongseree, 2022. "Stochastic Modeling of Renewable Energy Sources for Capacity Credit Evaluation," Energies, MDPI, vol. 15(14), pages 1-27, July.
Book Chapters
The following chapters of this book are listed in IDEAS- Uwe Hassler, 2016. "Introduction," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 1, pages 1-10, Springer.
- Uwe Hassler, 2016. "Basic Concepts from Probability Theory," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 2, pages 13-43, Springer.
- Uwe Hassler, 2016. "Autoregressive Moving Average Processes (ARMA)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 3, pages 45-75, Springer.
- Uwe Hassler, 2016. "Spectra of Stationary Processes," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 4, pages 77-101, Springer.
- Uwe Hassler, 2016. "Long Memory and Fractional Integration," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 5, pages 103-126, Springer.
- Uwe Hassler, 2016. "Processes with Autoregressive Conditional Heteroskedasticity (ARCH)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 6, pages 127-148, Springer.
- Uwe Hassler, 2016. "Wiener Processes (WP)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 7, pages 151-177, Springer.
- Uwe Hassler, 2016. "Riemann Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 8, pages 179-197, Springer.
- Uwe Hassler, 2016. "Stieltjes Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 9, pages 199-211, Springer.
- Uwe Hassler, 2016. "Ito Integrals," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 10, pages 213-237, Springer.
- Uwe Hassler, 2016. "Ito’s Lemma," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 11, pages 239-258, Springer.
- Uwe Hassler, 2016. "Stochastic Differential Equations (SDE)," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 12, pages 261-283, Springer.
- Uwe Hassler, 2016. "Interest Rate Models," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 13, pages 285-302, Springer.
- Uwe Hassler, 2016. "Asymptotics of Integrated Processes," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 14, pages 303-330, Springer.
- Uwe Hassler, 2016. "Trends, Integration Tests and Nonsense Regressions," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 15, pages 331-352, Springer.
- Uwe Hassler, 2016. "Cointegration Analysis," Springer Texts in Business and Economics, in: Stochastic Processes and Calculus, edition 1, chapter 16, pages 353-382, Springer.
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