Browsing by Subject "Monte Carlo"

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Essays on persistence and volatility in financial time series

Hirsch, Tristan (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2023)

This thesis contains four essays on persistence change tests and non-stationarity tests. Persistence change tests are analysed under non-standard conditions and a new family of tests to detect changes in persistence and ...
Influence of surface reflectivity on radiation in the Antarctic environment

Smolskaia, I.; Wuttke, S.; Seckmeyer, G.; Michael, K. (Bellingham Wash. : SPIE, 2006)

We demonstrate the importance of surface reflectivity for the radiation field in polar regions by a combination of measurements and radiative transfer calculations. Results from measurements of spectral albedo, radiance ...
Information criteria for nonlinear time series models

Rinke, S.; Sibbertsen, P. (Berlin : Walter de Gruyter, 2016)

In this paper the performance of different information criteria for simultaneous model class and lag order selection is evaluated using simulation studies. We focus on the ability of the criteria to distinguish linear and ...
Monte Carlo-based technique for uncertainty calculations and its applications

Cordero, Raul (Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2012)

[no abstract]

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