I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Huifen Chen; Bruce Schmeiser
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Huifen ; Schmeiser, Bruce |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 25.2013, 3, p. 432-445
|
| Subject: | poisson process | rate function | quadratic optimization | spline approximation | Monte Carlo | next event | dynamic | simulation | Simulation | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| 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/10009784069