Colección: TEMAS

Temas Cantidad
15A52, 60J27, 60J65, 60J45, 60K251
26C05; 60J651
60C051
60E15, 28A351
60F17, 60K40.1
60G35, 91B281
60J601
60K351
60K35 60K37 60G501
60K35 82B20 82B261
60K35, 60J80, 60J351
Backward stochastic differential equations (BSDE), locally Lipschitzfunction.1
Black-Scholes formula, Meyer-Tanaka formula,semimartingales.1
Bridgestone/Firestone1
Brownian motion; Brownian bridge; Canonical decomposition;Volterra transform.1
CAPM1
Central limit theorem, lognormal distribution, productsof sums of iid rv's, records, U-statistics1
Concentration of measure, empirical processes1
Diffusion processes, Exponential analogue of Pitman's 2M-X theorem.1
GARCH1
GUE, eigenvalues of random matrices, Hermitian Brownianmotion, non-colliding Brownian motions, Weyl chamber, queues in series,Burke's theorem, reversibility, Pitman's representation theorem, Charlierensemble.1
Hard-core model, Widom-Rowlinson model, Gibbsmeasures, monotonic phase transition, site-random-cluster model.1
Inclusion-exclusion principle, close-to-independent events.1
Indexes1
Ingeniería1
Markov chain Monte Carlo, Fill's algorithm, perfect sampling, exact sampling, rejection sampling,stochastic monotonicity, partially ordered set,monotone coupling, absolutely continuous Markov kernel,regularity conditions.1
Monte Carlo test1
No aplica31
Partitions, coagulation, fragmentation, invariant measures, Poisson-Dirichlet.1
Primary 60H10, 60H20, 34K20; Secondary 45D05.1
Primary 60K37, secondary 60F15.2
Primary: 60H10.1
Primary: 60J10, 68U20;secondary: 60G40, 65C05, 65C10, 65C40.1
Random environment with stationary conductances;Geodesics in first-passage percolation model; Reversible random walks on$Z^2$;Recurrence and transience.1
Random walk in random environment, RWRE,law of large numbers.1
Stochastic functional-differential equations, Ito-Volterra equations, uniform asymptotic stability, almost sure stability, pathwise stability, simulated annealing.1
[JEL:C12] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Hypothesis Testing1
[JEL:C12] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Tests d'hypothèses1
[JEL:C15] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods1
[JEL:C15] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Méthodes de simulation statistique: la méthode Monte Carlo1
[JEL:C33] Mathematical and Quantitative Methods - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors - Models with Panel Data1
[JEL:C33] Mathématiques et méthodes quantitatives - Méthodes en économétrie; modèles à équations multiples et simultanées - Modèles avec données de panel1
[JEL:C3] Mathematical and Quantitative Methods - Econometric Methods: Multiple; Simultaneous Equation Models; Multiple Variables; Endogenous Regressors1
[JEL:C3] Mathématiques et méthodes quantitatives - Méthodes en économétrie; modèles à équations multiples et simultanées1
[JEL:G12] Financial Economics - General Financial Markets - Asset Pricing; Trading volume; Bond Interest Rates1
[JEL:G12] Économie financière - Marchés financiers généraux - Prix des actifs1
[JEL:G14] Financial Economics - General Financial Markets - Information and Market Efficiency; Event Studies1
[JEL:G14] Économie financière - Marchés financiers généraux - Information et efficacité du marché; études d'événements1
[JEL:G1] Financial Economics - General Financial Markets1
[JEL:G1] Économie financière - Marchés financiers généraux1
bootstrap1
capital asset pricing model1
diagnostics1
efficience de portefeuille1
exact test1
hypothèse linéaire uniforme1
labor relations1
mean-variance efficiency1
modèle de régression multivarié1
modèle d’évaluation d’actifs financiers1
multi-variate linear regression1
non-normality1
non-normalité1
nuisance parameters1
paramètres de nuisance1
product quality1
safety risks1
spatial structure, interaction, superprocess, locationdependent branching1
specification test1
speed limits1
stochastic differential equations, good sequence of semimartingales, conditions UT and UCV, Lévy area1
strike1
test de Monte Carlo1
test de ratio des variances1
test de spécification1
test exact1
tests diagnostiques1
tightness, t-statistic, self-normalized sum1
uniform linear hypothesis1
value of a statistical life1
value of time1
variance ratio test1
Índices1