Approximating multivariate Markov chains for bootstrapping through contiguous partitions
Roy Cerqueti; Paolo Falbo; Gianfranco Guastaroba; Cristian Pelizzari
| Year of publication: |
2015
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|---|---|
| Authors: | Cerqueti, Roy ; Falbo, Paolo ; Guastaroba, Gianfranco ; Pelizzari, Cristian |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 803-841
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| Subject: | Multivariate Markov chains | Bootstrapping | Heuristic algorithms | Tabu search | Contiguous states | Stock and electricity prices and volumes | Markov-Kette | Markov chain | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Strompreis | Electricity price | Algorithmus | Algorithm | Heuristik | Heuristics | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011296686