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Theorie
Newton-Raphson method
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k-step bootstrap
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maximum pseudo-likelihood estimators
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nested fixed point algorithm
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policy iteration
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implied volatility
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IEEE-30 Bus System
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Keywords: partial shading conditions
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Bütikofer, Stephan
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Mathematical methods of operations research
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On estimation in conditional heteroskedastic time series models under non-normal distributions
Liu, Shuangzhe
;
Heyde, Chris C.
- In:
Statistical papers
49
(
2008
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003715360
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Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan
- In:
Mathematical methods of operations research
68
(
2008
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10003763606
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