Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Year of publication: |
2024
|
---|---|
Authors: | Yang, Liu ; Liang, Yanzi ; Lan, Xinchen ; Lu, Zheng |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105367, p. 1-12
|
Subject: | Nonparametric statistical inference | Riccati equation | Stochastic linear–quadratic problem | Wavelet estimation | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Induktive Statistik | Statistical inference | Kontrolltheorie | Control theory | Schätztheorie | Estimation theory |
-
Bennedsen, Mikkel, (2016)
-
Bennedsen, Mikkel, (2020)
-
Chen, Junbin, (2019)
- More ...
-
Is managerial myopia detrimental to corporate ESG performance?
Lu, Zheng, (2024)
-
Lu, Zheng, (2012)
-
Regional Policy and Regional Development: A Case Study of China's Western Development Strategy
Lu, Zheng, (2013)
- More ...