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~subject:"Mathematical programming"
~subject:"VAR-Modell"
~type_genre:"Book section"
~type_genre:"Thesis"
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Search: subject_exact:"Markovsche Kette"
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Mathematical programming
VAR-Modell
Markov chain
414
Markov-Kette
414
Theorie
218
Theory
218
Estimation
61
Schätzung
61
Zeitreihenanalyse
42
Time series analysis
41
Stochastischer Prozess
37
USA
37
United States
37
Bayes-Statistik
36
Bayesian inference
36
Forecasting model
36
Prognoseverfahren
36
Stochastic process
36
Monte-Carlo-Simulation
34
Monte Carlo simulation
33
Portfolio selection
32
Portfolio-Management
32
Volatility
30
Volatilität
30
Estimation theory
28
Schätztheorie
28
Deutschland
27
Germany
27
Börsenkurs
22
Kreditrisiko
22
Share price
22
Credit risk
21
Business cycle
20
Konjunktur
20
Capital income
18
Kapitaleinkommen
18
Game theory
16
Mathematische Optimierung
16
Spieltheorie
16
VAR model
16
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24
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8
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Article in journal
397
Aufsatz in Zeitschrift
397
Graue Literatur
125
Non-commercial literature
125
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116
Working Paper
116
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24
Hochschulschrift
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Blagov, Boris
4
Köberl, Eva Maria
2
Adaoglu, Cahit
1
Bergez, Jacques-Eric
1
Brannolte, Cord
1
Chauvet, Marcelle
1
Chen, Pu
1
Dudik, Miroslav
1
Ebrahimijam, Saeed
1
Garcia, Frédérick
1
Gen, Mitsuo
1
Geraghty, John
1
Gokmenoglu, Korhan K.
1
Gordon, Geoff
1
Goutte, Stéphane
1
Guérin, Pierre
1
Haijema, René
1
Hao, Xinchang
1
Haussmann, Ulrich G.
1
Heavey, Cathal
1
Hinz, Juri
1
Jeljazkov, Ivan G.
1
Keddad, Benjamin
1
Korn, Ralf
1
Leenhardt, Delphine
1
Leiva-León, Danilo
1
Li, Haojie
1
Lin, Lin
1
Liu, Feng
1
Lütkepohl, Helmut
1
Maeji, Sayori
1
Maton, Laure
1
Melchiors, Philipp
1
Morozova, Iryna
1
Nakagawa, Toshio
1
Naruse, Kenichiro
1
Neykova, Daniela
1
Pelagatti, Matteo M.
1
Postan, Mikhail
1
Postan, Mykhaylo
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Four essays on Markov-switching DSGE and Markov-switching VAR models
4
KOF dissertation series
2
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
2
Business fluctuations and cycles
1
Cellular manufacturing systems : recent developments, analysis and case studies
1
Dynamics in Logistics : First International Conference, LDIC 2007 Bremen, Germany, August 2007, Proceedings
1
Dynamics in logistics : second international conference, LDIC 2009, Bremen, Germany, August 2009 ; proceedings
1
Essays in honour of Fabio Canova
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
LISS 2012 ; Vol. 2
1
Lecture notes in economics and mathematical systems : LNEMS
1
Negotiation and groups
1
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
1
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Recent advances in stochastic operations research II
1
Recent econometric techniques for macroeconomic and financial data
1
Regulation of Finance and Accounting : 21st and 22nd Virtual Annual Conference on Finance and Accounting (ACFA2020-21), Prague, Czech Republic
1
Research series / Universiteit van Amsterdam
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Stochastic modeling of manufacturing systems : advances in design, performance evaluation, and control issues ; with 91 tables
1
Tinbergen Institute research series
1
Topics on system analysis and integrated water resource management
1
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ECONIS (ZBW)
32
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21
Capacity utilisation and macro dynamics from a micro perspective
Köberl, Eva Maria
-
2011
Persistent link: https://www.econbiz.de/10009160753
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22
Modeling group negotiation : three computational approaches that can inform behavioral sciences
Turan, Nazli
;
Dudik, Miroslav
;
Gordon, Geoff
;
Weingart, …
- In:
Negotiation and groups
,
(pp. 189-205)
.
2011
Persistent link: https://www.econbiz.de/10009232085
Saved in:
23
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
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24
Optimal sequential checkpoint intervals for error detection
Naruse, Kenichiro
;
Nakagawa, Toshio
;
Maeji, Sayori
- In:
Recent advances in stochastic operations research II
,
(pp. 213-224)
.
2009
Persistent link: https://www.econbiz.de/10003847874
Saved in:
25
Solving large structured Markov decision problems for perishable inventory management and traffic control
Haijema, René
-
2008
Persistent link: https://www.econbiz.de/10003786289
Saved in:
26
Duration dependent Markov-switching vector autoregression properties, Baynesian inference and application to the analysis of the US business cycle
Pelagatti, Matteo M.
- In:
Business fluctuations and cycles
,
(pp. 43-66)
.
2008
Persistent link: https://www.econbiz.de/10003854122
Saved in:
27
Application of Markov drift processes to logistical systems modeling
Postan, Mikhail
- In:
Dynamics in Logistics : First International Conference, …
,
(pp. 443-455)
.
2008
Persistent link: https://www.econbiz.de/10003734912
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28
Optimising irrigation management at the plot scale to participate at the regional scale water resource management
Bergez, Jacques-Eric
;
Garcia, Frédérick
;
Leenhardt, …
- In:
Topics on system analysis and integrated water resource …
,
(pp. 141-160)
.
2007
Persistent link: https://www.econbiz.de/10003993957
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29
Forecasting economic variables with nonlinear models
Teräsvirta, Timo
-
2006
Persistent link: https://www.econbiz.de/10003338433
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30
A review and comparison of hybrid and pull-type production control strategies
Geraghty, John
;
Heavey, Cathal
- In:
Stochastic modeling of manufacturing systems : advances …
,
(pp. 307-329)
.
2006
Persistent link: https://www.econbiz.de/10003375700
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