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~isPartOf:"INFORMS journal on computing : JOC"
~isPartOf:"Journal of time series econometrics"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Estimation theory
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INFORMS journal on computing : JOC
Journal of time series econometrics
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40
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22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
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1
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
2
Estimating the probability that a function observed with noise is convex
Jian, Nanjing
;
Henderson, Shane G.
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10012242767
Saved in:
3
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
4
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
5
Estimating sensitivities of portfolio credit risk using Monte Carlo
Hong, L. Jeff
;
Juneja, Sandeep
;
Luo, Jun
- In:
INFORMS journal on computing : JOC
26
(
2014
)
4
,
pp. 848-865
Persistent link: https://www.econbiz.de/10010477690
Saved in:
6
A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
Saved in:
7
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen
;
Schmeiser, Bruce
- In:
INFORMS journal on computing : JOC
25
(
2013
)
3
,
pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
Saved in:
8
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen
;
Schmeiser, Bruce
- In:
INFORMS journal on computing : JOC
25
(
2013
)
3
,
pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
Saved in:
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