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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Mathematics of operations research"
~language:"eng"
~subject:"Autocorrelation"
~subject:"Stochastic process"
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Stochastischer Prozess
Volatility
Autocorrelation
Stochastic process
Estimation theory
42
Schätztheorie
42
Mathematical programming
17
Mathematische Optimierung
17
Sampling
4
Stichprobenerhebung
4
Algorithm
3
Algorithmus
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Experiment
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Markov chain
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Markov-Kette
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Probability theory
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Regression analysis
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Regressionsanalyse
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Robust statistics
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Robustes Verfahren
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Sensitivity analysis
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Simulation
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Decision under uncertainty
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Dynamic programming
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Dynamische Optimierung
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Entscheidung unter Unsicherheit
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Estimation
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Lernprozess
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Measurement
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English
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Glynn, Peter W.
2
Amarjit, Budhiraja
1
Aravkin, Aleksandr
1
Bertsekas, Dimitri P.
1
Bhatnagar, Shalabh
1
Blanchet, Jose
1
Cheung, Wang Chi
1
Cohen, Asaf
1
Davis, Damek
1
Duchi, John C.
1
Giesecke, Kay
1
Karmakar, Prasenjit
1
Lam, Henry
1
Lim, Eunji
1
Lu, Shu
1
Namkoog, Hongseok
1
Simchi-Levi, David
1
Takahashi, Akihiko
1
Wang, Mengdi
1
Yamada, Toshihiro
1
Zhang, Xiaowei
1
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Mathematics of operations research
Journal of econometrics
212
Economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
61
Econometric theory
55
Discussion paper / Tinbergen Institute
48
Economic modelling
33
CREATES research paper
32
Journal of empirical finance
28
The econometrics journal
28
Cowles Foundation discussion paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Econometrics : open access journal
20
International journal of forecasting
20
Finance research letters
18
Journal of financial econometrics
18
Quantitative finance
18
European journal of operational research : EJOR
17
Journal of forecasting
17
Applied economics letters
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Discussion papers of interdisciplinary research project 373
15
International journal of theoretical and applied finance
15
SFB 649 discussion paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Regional science & urban economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
NBER Working Paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
International journal of economics and financial issues : IJEFI
11
CESifo working papers
10
Finance and stochastics
10
Journal of mathematical finance
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ECONIS (ZBW)
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1
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
2
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
Saved in:
3
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi
;
Simchi-Levi, David
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
Saved in:
4
Two time-scale stochastic approximation with controlled markov noise and off-policy temporal-difference learning
Karmakar, Prasenjit
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 130-151
Persistent link: https://www.econbiz.de/10011818672
Saved in:
5
Robust sensitivity analysis for stochastic systems
Lam, Henry
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
Saved in:
6
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
Saved in:
7
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
8
Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
Saved in:
9
Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
Saved in:
10
Confidence regions for stochastic variational inequalities
Lu, Shu
;
Amarjit, Budhiraja
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 545-568
Persistent link: https://www.econbiz.de/10009787363
Saved in:
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