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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Operations research"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Stochastischer Prozess
Estimation theory
399
Schätztheorie
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Regression analysis
93
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93
Nichtparametrisches Verfahren
85
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Fu, Michael
4
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2
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Applying maximum entropy to econometric problems
Journal of the American Statistical Association : JASA
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
21
The econometrics journal
18
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
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.
16
Econometrics : open access journal
15
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14
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13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER working paper series
13
Cowles Foundation discussion paper
12
Mathematics of operations research
12
Risks : open access journal
12
Discussion papers of interdisciplinary research project 373
11
Insurance / Mathematics & economics
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
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
International journal of theoretical and applied finance
9
Journal of risk and financial management : JRFM
9
Operations research letters
9
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
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:
5
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:
6
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor
- In:
Operations research
66
(
2018
)
6
,
pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Saved in:
7
Unbiased estimators and multilevel Monte Carlo
Vihola, Matti
- In:
Operations research
66
(
2018
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10011845993
Saved in:
8
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
9
Simulation of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
10
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
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