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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Les cahiers du GERAD"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Estimation theory
106
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Les cahiers du GERAD
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
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ECONIS (ZBW)
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Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
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2
Sequential stochastic blackbox optimization with zeroth order gradient estimator
Audet, Charles
;
Bigeon, Jean
;
Couder, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014304587
Saved in:
3
On Lasso-type estimation for dynamical systems with small noise
Iacus, Stefano Maria
-
2010
Persistent link: https://www.econbiz.de/10011752306
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4
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria
;
Yoshida, Nakahiro
-
2009
Persistent link: https://www.econbiz.de/10011751961
Saved in:
5
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
6
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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