The generalized moment method for analysis of structures with varying feature sizes

2007 ◽  
Author(s):  
N.V. Nair ◽  
M. Vikram ◽  
B. Shanker ◽  
L.C. Kempel
Keyword(s):  
Moment Method ◽  
Generalized Moment

Kinetic theory of polyatomic liquids. I. The generalized moment method

1974 ◽  
Vol 60 (9) ◽  
pp. 3567-3582 ◽  
Author(s):  
Mary Theodosopulu ◽  
John S. Dahler
Keyword(s):  
Kinetic Theory ◽  
Moment Method ◽  
Polyatomic Liquids ◽  
Generalized Moment

Modeling Copper Prices: Ornstein-Uhlenbeck Process and Jump-Diffusions

2012 ◽  
Vol 461 ◽  
pp. 793-796
Author(s):  
Xi Bing Li ◽  
Yu Xi Hu ◽  
Zhen Zhong Zhang ◽  
Xin Ru Liu
Keyword(s):  
Parameter Estimation ◽  
Moment Method ◽  
Futures Market ◽  
Uhlenbeck Process ◽  
Jump Diffusions ◽  
Ornstein Uhlenbeck Process ◽  
Futures Price ◽  
Generalized Moment

In this paper we focus on parameter estimation of the futures price processes with a Ornstein-Uhlenbeck process and jump-diffusions. We use the generalized moment method to derive the OU process. Afterwards, we fit a jump diffusions model to Copper prices from Shanghai Copper futures market.

scholarly journals Generalized Moment Method for Forming Linear Dynamic Model

1968 ◽  
Vol 4 (2) ◽  
pp. 143-149
Author(s):  
Kazuyuki HOTTA ◽  
Hiroyuki OZOE ◽  
Koichi IINOYA
Keyword(s):  
Dynamic Model ◽  
Moment Method ◽  
Linear Dynamic ◽  
Generalized Moment
Sign in / Sign up

Export Citation Format

Share Document