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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Operations research"
~subject:"Stochastic process"
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Monte Carlo simulation
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Estimation theory
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Fu, Michael
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Applying maximum entropy to econometric problems
Insurance / Mathematics & economics
Operations research
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Economics letters
35
Econometric reviews
34
Discussion paper / Tinbergen Institute
31
Computational economics
26
Economic modelling
24
European journal of operational research : EJOR
22
Econometric theory
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The econometrics journal
18
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / National Bureau of Economic Research, Inc.
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Econometrics : open access journal
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Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER working paper series
13
Cowles Foundation discussion paper
12
Journal of the American Statistical Association : JASA
12
Mathematics of operations research
12
Risks : open access journal
12
Discussion papers of interdisciplinary research project 373
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of productivity analysis
10
Quantitative economics : QE ; journal of the Econometric Society
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
9
Operations research letters
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Quantitative finance
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SFB 649 discussion paper
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1
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
2
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
3
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
4
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
5
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
6
Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris
;
Sturt, Bradley
- In:
Operations research
68
(
2020
)
3
,
pp. 949-964
Persistent link: https://www.econbiz.de/10012234527
Saved in:
7
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
8
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
9
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
10
Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
Lally, Nathan
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 124-140
Persistent link: https://www.econbiz.de/10011929845
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