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Probabilistic bounded relative error property for learning rare event simulation techniques
Ridder, Ad; Tuffin, Bruno - 2012
Persistent link: https://www.econbiz.de/10009722965
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Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models
Blasques, Francisco; Koopman, Siem Jan; Mallee, Max I. P. - 2014
The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...
Persistent link: https://www.econbiz.de/10010391543
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Preference estimation from point allocation experiments
Collewet, Marion; Koster, Paul - 2023
commonly used in the literature. We also show how a formulation of a taste for variety as entropy that had been previously used …
Persistent link: https://www.econbiz.de/10014233387
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Semiparametric cross entropy for rare-event simulation
Botev, Zdravko I.; Ridder, Ad; Rojas-Nandayapa, Leonardo - 2013
Persistent link: https://www.econbiz.de/10010191281
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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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The cross-entropy method with patching for rare-event simulation of large Markov chains
Kaynar, Bahar; Ridder, Ad - 2009
which partitions the state space and applies the cross-entropy method to each partition. We investigate two versions of our …
Persistent link: https://www.econbiz.de/10011379128
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Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2012
Persistent link: https://www.econbiz.de/10009722625
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Rate of convergence for bivariate extremes : (total variation metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560737
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Rate of convergence for bivariate extremes : (uniform metric)
Haan, Laurens de; Peng, Liang - 1994
Persistent link: https://www.econbiz.de/10000560742
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Insensitivity in discrete-time generalized semi-Markov processes allowing multiple events and probabilistic service scheduling
Henderson, W. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000151663