Narrow search
Showing 1 - 10 of 13,214
Cover Image
The Averaged Periodogram for Nonstationary Vector Time Series
Marinucci, D. - 2008
Persistent link: https://www.econbiz.de/10012771047
Cover Image
Mathematical optimization for time series decomposition
Gozuyilmaz, Seyma; Kundakcioglu, O. Erhun - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 733-758
Persistent link: https://www.econbiz.de/10012622293
Cover Image
Discrete Fourier Transforms of Fractional Processes
Phillips, Peter C. B. - 2000
theory to log periodogram regression and local Whittle estimation of the memory parameter are discussed and some modified …
Persistent link: https://www.econbiz.de/10014164678
Cover Image
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Cover Image
A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: Computational Management Science : CMS 15 (2018) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
Cover Image
A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
Cover Image
An augmented Lagrangian filter method
Leyffer, Sven; Vanaret, Charlie - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 343-376
Persistent link: https://www.econbiz.de/10012395579
Cover Image
An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
Cover Image
Stochastic Models for the Disaggregation of Precipitation Time Series on Sub-Daily Scale : Identification of Parameters by Global Optimization
Villani, Veronica; Di Serafino, Daniela; Guido, Rianna; … - 2015
Stochastic disaggregation model, based on coupling of the modified version of the Bartlett-Lewis Rectangular Pulse stochastic rainfall model and proportional adjusting procedure, is shown to disaggregate daily observed precipitation to hourly scale. Furthermore synthetic hourly time series are...
Persistent link: https://www.econbiz.de/10014135930
Cover Image
Optimization of stochastic systems : topics in discrete-time dynamics
Aoki, Masanao - 1989 - 2. ed.
Persistent link: https://www.econbiz.de/10013469115