What are some software packages used for analyzing stochastic processes?

Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ... Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... Oct 1, 2017 ... Convection processes have also been proposed to be represented through stochastic parameterizations (Christensen et al. 2015). Some climate ... Stationary quantum information sources emit sequences of correlated qudits—that is, structured quantum stochastic processes. Gaussian stochastic process with mean. Er|θ. [∆ϑ(r)] = 1 n !i f [bi + #i(θ)] ... Information-theoretic asymptotics of Bayes methods. IEEE Trans- actions ... independent doubly stochastic random times driven by a finite-state ... Investor information The process Z represents an abstract form of 'insider ... We present a novel and simple method to numerically calculate Fisher information matrices for stochastic chemical kinetics models. May 13, 2023 ... Defended December 14th, 2022. i. Page 3. Rigorous Analysis of Markov Processes with Applications to Quantum Information. their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ...