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New tests of optimality in Markov decision processes
Lasserre, Jean B. - 1993
Persistent link: https://www.econbiz.de/10000151633
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Average reward optimality equation in Markov decision processes with a general state space
Tijms, Henk C. - 1993
Persistent link: https://www.econbiz.de/10000122534
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Likelihood-based analysis for dynamic factor models
Jungbacker, Borus; Koopman, Siem Jan - 2008
Persistent link: https://www.econbiz.de/10003645197
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The effect of the great moderation on the US business cycle in a time-varying multivariate trend-cycle model
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - 2008
Persistent link: https://www.econbiz.de/10003739126
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Series expansions for finite-state Markov chains
Heidergott, Bernd; Hordijk, Arie; Uitert, Maria Johanna … - 2005
Persistent link: https://www.econbiz.de/10003155798
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The cross-entopy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - 2009
Persistent link: https://www.econbiz.de/10003888073
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Quantile forecasting for credit risk management using possibly mis-specified Hidden Markov Models
Banachewicz, Konrad; Lucas, André - 2007
Persistent link: https://www.econbiz.de/10003482655
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If winning isn't everythink, why do they keep score? : a structural empirical analysis of Dutch flower auctions
Berg, Gerard J. van den; Klaauw, Bas van der - 2007
Persistent link: https://www.econbiz.de/10003482732
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Duopoly dynamics with a barrier to entry
Abbring, Jaap H.; Campbell, Jeffrey R. - 2007
Persistent link: https://www.econbiz.de/10003482796
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Finite-state Markov chains obey Benford's law
Kaynar, Bahar; Berger, Arno; Hill, Theodore P.; Ridder, Ad - 2010
Persistent link: https://www.econbiz.de/10003973371