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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Operations research"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Stochastischer Prozess
Volatility
Estimation theory
70
Schätztheorie
70
Simulation
16
Mathematical programming
10
Mathematische Optimierung
10
Estimation
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Schätzung
9
Stochastic process
9
Entropie
8
Entropy
8
Theorie
8
Theory
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Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Artificial intelligence
5
Bayesian inference
5
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5
Inventory model
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5
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Machine Learning and Data Science
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Monte-Carlo-Simulation
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simulation
5
Bayes-Statistik
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Fu, Michael
4
Heidergott, Bernd
2
Lam, Henry
2
Peng, Yijie
2
Adkins, Lee Chester
1
Bertsimas, Dimitris
1
Braverman, Anton
1
Dai, J. G.
1
Dentcheva, Darinka
1
Hu, Jian-Qiang
1
Jiang, Guangxin
1
Karger, David R.
1
Kim, Kyoung-Kuk
1
Kim, Sojung
1
Lin, Yang
1
Marcus, Steven I.
1
Oh, Sewoong
1
Penev, Spiridon
1
Reich, Gregor
1
Shah, Devavrat
1
Sturt, Bradley
1
Vihola, Matti
1
Wang, Yongqiang
1
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1
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Applying maximum entropy to econometric problems
Discussion paper / Tinbergen Institute
Operations research
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
56
Econometric reviews
48
Economic modelling
37
Econometric theory
32
Computational economics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
The econometrics journal
24
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Econometrics : open access journal
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
International journal of forecasting
20
Applied economics
19
Finance research letters
19
Quantitative finance
19
Applied economics letters
18
International journal of theoretical and applied finance
18
Journal of forecasting
18
Journal of risk and financial management : JRFM
17
Journal of financial econometrics
16
Journal of banking & finance
15
Journal of the American Statistical Association : JASA
14
Risks : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance and stochastics
12
Insurance / Mathematics & economics
12
Mathematics of operations research
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of economic dynamics & control
11
Quantitative economics : QE ; journal of the Econometric Society
11
Journal of mathematical finance
10
Journal of productivity analysis
10
Journal of quantitative economics
9
Operations research letters
9
The journal of computational finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
13
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1
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
2
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
3
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
4
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
5
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
6
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Saved in:
7
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
8
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
9
Simulation of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
10
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
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