//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fit"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Claim arrival process
1
EM algorithm
1
Electricity spot price
1
Energy economics
1
Goodness-of-fit
1
Goodness-of-fit testing
1
Independent regimes
1
Insurance risk model
1
Loss distribution
1
Markov regime-switching
1
Poisson process
1
Random variable generation
1
Renewal process
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
English
1
Undetermined
1
Author
All
Janczura, Joanna
2
Weron, Rafal
2
Burnecki, Krzysztof
1
Institution
All
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
International Monetary Fund (IMF)
34
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
14
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
HAL
7
Department of Economics and Business, Universitat Pompeu Fabra
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
6
Tilburg University, Center for Economic Research
6
Université Paris-Dauphine (Paris IX)
6
School of Economics and Management, University of Aarhus
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Cowles Foundation for Research in Economics, Yale University
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
London School of Economics (LSE)
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Department of Economics, Oxford University
3
Department of Economics, University of Victoria
3
Erasmus University Rotterdam, Econometric Institute
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Université Paris-Dauphine
3
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Economics, University of Warwick
2
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ)
2
Department Ökonomie, Helmholtz Zentrum für Umweltforschung (UFZ)
2
Département de Sciences Économiques, Université de Montréal
2
Econometric Society
2
Economics Group, Nuffield College, University of Oxford
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Institute of Economic Research, Kyoto University
2
International Monetary Fund
2
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
2
Programa Interuniversitario de Doctorado en Nuevas Tendencias en Dirección de Empresas, Facultad de Cièncias Económicas y Empresariales
2
Society for Computational Economics - SCE
2
ToKnowPress
2
University of Bonn, Germany
2
eSocialSciences
2
Área de Entorno Económico, Instituto de Empresa
2
more ...
less ...
Published in...
All
HSC Research Reports
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for Markov-regime switching models of electricity spot prices
Janczura, Joanna
;
Weron, Rafal
-
Hugo Steinhaus Center for Stochastic Methods, …
-
2012
In the last decade Markov-regime switching (MRS) models have been extensively used for modeling the unique behavior of spot prices in wholesale electricity markets. This popularity stems from the models’ relative parsimony and the ability to capture the stylized facts, in particular the mean...
Persistent link: https://www.econbiz.de/10010626145
Saved in:
2
Building Loss Models
Burnecki, Krzysztof
;
Janczura, Joanna
;
Weron, Rafal
-
Hugo Steinhaus Center for Stochastic Methods, …
-
2010
a collection of loss distributions and present methods that can be used to assess the goodness-of-
fit
of the claim size …
Persistent link: https://www.econbiz.de/10009323912
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->