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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematics of operations research"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Estimation theory
117
Schätztheorie
117
Estimation
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19
Mathematische Optimierung
19
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Glynn, Peter W.
2
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1
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Journal of banking & finance
Mathematics of operations research
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Surowiec, Thomas M.
- In:
Mathematics of operations research
49
(
2024
)
3
,
pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
Saved in:
2
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
3
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
4
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
Saved in:
5
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi
;
Simchi-Levi, David
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
Saved in:
6
Two time-scale stochastic approximation with controlled markov noise and off-policy temporal-difference learning
Karmakar, Prasenjit
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 130-151
Persistent link: https://www.econbiz.de/10011818672
Saved in:
7
Robust sensitivity analysis for stochastic systems
Lam, Henry
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1248-1275
Persistent link: https://www.econbiz.de/10011595052
Saved in:
8
Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise
Cohen, Asaf
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011282701
Saved in:
9
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
10
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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