Lecture 1

One possible application of regime switching models is derivative pricing. [9] are examples of both exotic and non-exotic option pricing using continuous and non-continuous

The purpose of the present article is to formulate an age-structured model that is completely continuous both in state and time, like the ecological models, but in addition can be

A multi-dimensional, non-linear dynamic model in continuous time is presented for the purpose of finding the optimal combination of exploitation and capital investment in

The Kalman filter (Katzfuss et al., 2016) is a framework for finding the filtering distribution, that is p(x t |y 1:t ), given a linear Gaussian state space model.. A linear

Keywords: Marine ecosystem models; Data assimilation; State space models; Monte Carlo; Prediction; MCMC; Ensemble Kalman filter; Sequential importance resampling; Ecological

generalized linear models, multicategorical outcome variables (ordinal or multino- mial logistic regression), quantile regression, life-time regression (Cox-models), gen-

The aim of the present paper is to address the ro- bust stability of piecewise linear (PWL) discrete time systems, were the dynamics in each partition of the state space are

Linear and Gaussian models with random effects can be fit in most statistical software packages. However, many models in fisheries are either non-linear or non-Gaussian.