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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Estimation theory
62
Schätztheorie
62
Simulation
15
Mathematical programming
10
Mathematische Optimierung
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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7
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7
Maximum likelihood estimation
6
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simulation
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9
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Fu, Michael
2
Braverman, Anton
1
Dai, J. G.
1
Dentcheva, Darinka
1
Fang, Xiao
1
Heidergott, Bernd
1
Hu, Jian-Qiang
1
Karger, David R.
1
Kim, Kyoung-Kuk
1
Kim, Sojung
1
Lam, Henry
1
Lin, Yang
1
Marcus, Steven I.
1
Oh, Sewoong
1
Penev, Spiridon
1
Peng, Yijie
1
Reich, Gregor
1
Shah, Devavrat
1
Vihola, Matti
1
Wang, Yongqiang
1
Zhang, Xinyu
1
Zhang, Xuhui
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Operations research
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
24
Economic modelling
23
Econometric reviews
19
Journal of empirical finance
19
Econometric theory
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
12
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Computational economics
10
Journal of forecasting
10
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Finance research letters
7
International journal of forecasting
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
The econometrics journal
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Annals of finance
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Asia-Pacific financial markets
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International journal of production research
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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
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:
5
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:
6
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:
7
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:
8
Budget-optimal task allocation for reliable crowdsourcing systems
Karger, David R.
;
Oh, Sewoong
;
Shah, Devavrat
- In:
Operations research
62
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010338633
Saved in:
9
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives
Wang, Yongqiang
;
Fu, Michael
;
Marcus, Steven I.
- In:
Operations research
60
(
2012
)
2
,
pp. 447-460
Persistent link: https://www.econbiz.de/10009554759
Saved in:
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