A general framework for statistical inference on discrete event systems.
| Year of publication: |
2006-10-31
|
|---|---|
| Authors: | Nicolai, R.P. ; Koning, Koning, A.J. |
| Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
| Subject: | discrete event systems | kernel density estimation | likelihood methods | market point process | optimization via simulation | parameter estimation | stochastic approximation |
| Extent: | application/pdf |
|---|---|
| Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series RePEc:ems:eureir Number EI 2006-45 |
| Source: |
-
A general framework for statistical inference on discrete event systems.
Nicolai, R.P., (2006)
-
Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
L'Ecuyer, Pierre, (1994)
-
Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
L'Ecuyer, Pierre, (1994)
- More ...
-
Goodness of fit for the constancy of a classical statistical model over time
Koning, Koning, A.J., (1999)
-
Confidence intervals for maximal reliability of probability judgments
Franses, Philip Hans, (2007)
-
Tail behaviour of Gaussian processes with applications to the Brownian pillow
Koning, Koning, A.J., (2001)
- More ...