19 search results - page 3 / 4 » Nonparametric estimation for a stochastic volatility model |
TIP
1998
13 years 5 months ago
1998
Abstract— Our noncausal, nonparametric, multiscale, Markov random field (MRF) model is capable of synthesising and capturing the characteristics of a wide variety of textures, f...
ANOR
2010
13 years 6 months ago
2010
This paper provides a new framework for the derivation and estimation of consumption and the equity premium functions. The novelty in our approach is that it does not require the ...
ICML
2009
IEEE
14 years 6 months ago
2009
IEEE
We propose an unbounded-depth, hierarchical, Bayesian nonparametric model for discrete sequence data. This model can be estimated from a single training sequence, yet shares stati...
PROFES
2007
Springer
14 years 3 days ago
2007
Springer
The cost of a Software Product Line (SPL) development project sometimes exceeds the initially planned cost, because of requirements volatility and poor quality. In this paper, we p...
ICPR
2008
IEEE
14 years 13 days ago
2008
IEEE
The problem of finding the most appropriate subset of features or regressors is the generic challenge of Machine Learning problems like regression estimation or pattern recognitio...