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subject:"Simulation"
type_genre:"Bibliography included"
~person:"Gregory, Allan W."
~person:"Peng, Yijie"
~subject:"asymptotic analysis"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Simulation
asymptotic analysis
Estimation theory
16
Schätztheorie
16
Theorie
6
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6
simulation
4
Stochastic process
3
Stochastischer Prozess
3
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2
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2
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2
Estimation
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Statistical theory
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stochastic derivative estimation
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1956-1979
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Bibliography included
Aufsatz in Zeitschrift
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9
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9
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Gregory, Allan W.
Peng, Yijie
Fu, Michael
7
Khalaf, Lynda
5
Goldsman, David Morris
4
Hajivassiliou, Vassilis Argyrou
4
Lux, Thomas
4
Boubaker, Heni
3
Creel, Michael D.
3
Cui, Zhenyu
3
Deb, Partha
3
Glynn, Peter W.
3
Hu, Jian-Qiang
3
Kleijnen, Jack P. C.
3
Kristensen, Dennis
3
Kuan, Chung-ming
3
Lam, Henry
3
Lechner, Michael
3
Lee, Lung-fei
3
Maheswaran, S.
3
Pace, R. Kelley
3
Shukur, Ghazi
3
Stengos, Thanasēs
3
Vinod, Hrishikesh D.
3
Zhang, Kun
3
Zhu, Lingjiong
3
Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Alexopoulos, Christos
2
Amirkhalkhali, Saleh
2
Anselin, Luc
2
Barton, Russell R.
2
Bierens, Herman J.
2
Brown, Bryan W.
2
Calzolari, Giorgio
2
Chang, Sheng-kai
2
Chen, Huifen
2
Chib, Siddhartha
2
Chih, Mingchang
2
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2
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INFORMS journal on computing : JOC
2
Operations research
2
Econometric reviews
1
European journal of operational research : EJOR
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
9
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1
A stochastic approximation method for simulation-based quantile optimization
Hu, Jiaqiao
;
Peng, Yijie
;
Zhang, Gongbo
;
Zhang, Qi
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2889-2907
Persistent link: https://www.econbiz.de/10014326308
Saved in:
2
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
3
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:
4
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
Saved in:
5
Optimal unbiased estimation for expected cumulative discounted cost
Cui, Zhenyu
;
Fu, Michael
;
Peng, Yijie
;
Zhu, Lingjiong
- In:
European journal of operational research : EJOR
286
(
2020
)
2
,
pp. 604-618
Persistent link: https://www.econbiz.de/10012291551
Saved in:
6
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:
7
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
Saved in:
8
Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
Saved in:
9
Calibration as estimation
Gregory, Allan W.
- In:
Econometric reviews
9
(
1990
)
1
,
pp. 57-89
Persistent link: https://www.econbiz.de/10001094749
Saved in:
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