Sensitivity to serial dependency of input processes : a robust approach
Year of publication: |
March 2018
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Authors: | Lam, Henry |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 3, p. 1311-1327
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Subject: | sensitivity analysis | serial dependency | nonparametric | model uncertainty | robust optimization | Robustes Verfahren | Robust statistics | Sensitivitätsanalyse | Sensitivity analysis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis |
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