Approximating multivariate Markov chains for bootstrapping through contiguous partitions
Year of publication: |
2015
|
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Authors: | Cerqueti, Roy ; Falbo, Paolo ; Guastaroba, Gianfranco ; Pelizzari, Cristian |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 803-841
|
Subject: | Multivariate Markov chains | Bootstrapping | Heuristic algorithms | Tabu search | Contiguous states | Stock and electricity prices and volumes | Theorie | Theory | Markov-Kette | Markov chain | Bootstrap-Verfahren | Bootstrap approach | Heuristik | Heuristics | Strompreis | Electricity price | Algorithmus | Algorithm | Multivariate Analyse | Multivariate analysis |
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