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publications

(14)   

• Convergence of discrete-stochastic numerical procedures with independent or weakly dependent estimators at grid nodes
  E. V. Shkarupa and A. V. Voytishek Journal of Statistical Planning and Inference85(1-2):199--211Apr2000.
  to Discrete-stochastic numerical procedure by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Autoregressive state-space approach for numerical signal analysis
  P. Pesola and H. Olkkonen Signal Processing63(3):221--228Dec1997.
  to Numerical processing signal by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• An algorithm for exact evaluation of multivariate functions and their derivatives to any order
  Anthony S. Wexler Computational Statistics \& Data Analysis6(1):1--6Jan1988.
  to Numerical differentiation by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• A comparative study of the reliability of nine statistical software packages
  Kellie B. Keeling and Robert J. Pavur Computational Statistics \& Data Analysis51(8):3811--3831May2007.
  to Numerical accuracy by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
  Mario J. Miranda and Xiongwen Rui Journal of Economic Dynamics and Control21(8-9):1493--1510Jun1997.
  to methods Numerical by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Monte-Carlo simulation of stochastic differential systems -- a geometrical approach
  C. J. S. Alves and A. B. Cruzeiro Stochastic Processes and their Applications118(3):346--367Mar2008.
  to of Numerical differential approximation equations stochastic by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Error analysis of the optimal quantization algorithm for obstacle problems
  Vlad Bally and Gilles Pag`es Stochastic Processes and their Applications106(1):1--40Jul2003.
  to Numerical probability by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Novel analytical and numerical approach to modeling low-frequency noise in semiconductor devices
  Roberto da Silva and Gilson I. Wirth and Ralf Brederlow Physica A: Statistical Mechanics and its Applications362(2):277--288Apr2006.
  to Numerical modeling by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• A representation of acyclic preferences
  Carlos Rodriguez-Palmero Economics Letters54(2):143--146Feb1997.
  to Numerical representation by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• A method for solving multi-region models
  Eric van Wincoop Economics Letters66(3):333--336Mar2000.
  to Numerical solution by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
  Lilia Maliar and Serguei Maliar Economics Letters87(1):135--140Apr2005.
  to Numerical solutions by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• Integrating delta: An intuitive single-integral approach to pricing European options on diverse stochastic processes
  Craig Edwards Economics Letters92(1):20--25Jul2006.
  to methods Numerical by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• The distribution of the Durbin-Watson statistic in integrated and near-integrated models
  Hiroyuki Hisamatsu and Koichi Maekawa Journal of Econometrics61(2):367--382Apr1994.
  to Numerical integration by smicha on Apr 21, 2008, 10:02 PM
  URL | BibTeX 
• Applying linear time-varying constraints to econometric models: With an application to demand systems
  Howard E. Doran and Alicia N. Rambaldi Journal of Econometrics79(1):83--95Jul1997.
  to Numerical optimisation by smicha on Apr 21, 2008, 10:02 PM
  URL | BibTeX