We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...

We consider estimating functions for discretely observed diffusion processes of the following type: for one part of the parameter of interest we propose to use a simple and explicit estimating ...

If you are building PowerShell longer than a few lines, it is good practice to break up your code into reusable snippets. This way you can only call the code snippet over and over instead of ...

Cox & Reid (1987) proposed the technique of orthogonalizing parameters, to deal with the general problem of nuisance parameters, within fully parametric models. They obtained a large-sample ...

Allowing for the right kind of input into PowerShell functions is important. It can mean the difference between writing a function once and forgetting about it constantly having to refactor it to ...