scholarly journals Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

2014 ◽  
Author(s):  
Joachim Grammig ◽  
Jantje Soenksen
Keyword(s):  
Asset Pricing ◽  
Method Of Moments ◽  
Disaster Risk ◽  
Simulated Method Of Moments

scholarly journals Spatial-Temporal Rainfall Models Based On Poisson Cluster Processes

2021 ◽  
Author(s):  
Nanda R Aryal ◽  
Owen D Jones
Keyword(s):  
High Resolution ◽  
Method Of Moments ◽  
Approximate Bayesian Computation ◽  
Radar Data ◽  
Bayesian Computation ◽  
Central Importance ◽  
Temporal Models ◽  
Simulated Method Of Moments ◽  
Approximate Bayesian ◽  
Poisson Cluster

Abstract We fit stochastic spatial-temporal models to high-resolution rainfall radar data using Approximate Bayesian Computation (ABC). As a baseline we fit a model of Cox, Isham and Northrop, which we then generalise in a variety of ways. Of central importance is the use of ABC, as it is not possible to fit models of this complexity using previous approaches. We also introduce the use of Simulated Method of Moments (SMM) to initialise the ABC fit.

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