//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Hidden Markov model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Markov chain
7,437
Markov-Kette
7,435
Theorie
3,599
Theory
3,598
Estimation
1,342
Schätzung
1,340
Volatility
865
Volatilität
865
Stochastic process
859
Monte-Carlo-Simulation
831
Monte Carlo simulation
830
Bayesian inference
825
Bayes-Statistik
820
Zeitreihenanalyse
767
Time series analysis
766
Prognoseverfahren
588
Forecasting model
587
USA
502
United States
502
Business cycle
493
Konjunktur
492
ARCH model
419
ARCH-Modell
419
Capital income
412
Kapitaleinkommen
412
Börsenkurs
409
Share price
408
Estimation theory
392
Schätztheorie
392
Game theory
350
Spieltheorie
350
Option pricing theory
328
Optionspreistheorie
328
VAR model
316
VAR-Modell
316
Portfolio selection
311
Portfolio-Management
311
Mathematische Optimierung
293
Mathematical programming
292
more ...
less ...
Online availability
All
Undetermined
367
Free
210
Type of publication
All
Article
615
Book / Working Paper
245
Journal
1
Type of publication (narrower categories)
All
Article in journal
587
Aufsatz in Zeitschrift
587
Graue Literatur
120
Non-commercial literature
120
Arbeitspapier
112
Working Paper
112
Aufsatz im Buch
23
Book section
23
Hochschulschrift
17
Thesis
14
Collection of articles of several authors
7
Lehrbuch
7
Sammelwerk
7
Textbook
7
Collection of articles written by one author
6
Sammlung
6
Conference paper
5
Konferenzbeitrag
5
Konferenzschrift
4
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Festschrift
2
Forschungsbericht
2
Amtsdruckschrift
1
Government document
1
Handbook
1
Handbuch
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
850
German
10
French
1
Polish
1
Author
All
Elliott, Robert J.
17
Siu, Tak Kuen
13
Nguyen, Duy
12
Cui, Zhenyu
10
Rady, Sven
10
Keller, Godfrey
9
Chan, Leunglung
7
Chib, Siddhartha
7
Forbes, Catherine Scipione
7
Kirkby, J. Lars
7
Kirkby, Justin
7
Martin, Gael M.
7
Sethi, Suresh
7
Hainaut, Donatien
6
Maneesoonthorn, Worapree
6
Rodriguez, Gabriel
6
Shephard, Neil G.
6
Balbus, Lukasz
5
Chiarella, Carl
5
Ferrari, Giorgio
5
Kolkiewicz, Adam W.
5
León-González, Roberto
5
Mamon, Rogemar S.
5
Men, Zhongxian
5
Omori, Yasuhiro
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Wirjanto, Tony S.
5
Yu, Jun
5
Zhang, Hanqin
5
Zhang, Qing
5
Zhu, Song-Ping
5
Casarin, Roberto
4
Chan, Joshua
4
Chen, Son-nan
4
Ching, Wai Ki
4
Dimitrakopoulos, Stefanos
4
Gapeev, Pavel V.
4
Goutte, Stéphane
4
He, Xin-Jiang
4
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
2
Judge Institute of Management Studies
1
National Bureau of Economic Research
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
University of Melbourne / Department of Economics
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Mathematics of operations research
17
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Finance and stochastics
12
Annals of operations research
11
Economic modelling
11
Computational economics
10
International journal of production research
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Mathematical methods of operations research
10
Risks : open access journal
10
Econometric reviews
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Energy economics
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Finance research letters
7
Mathematical methods of operations research : ZOR
7
Operations research letters
7
Annals of finance
6
Applied mathematical finance
6
Asia-Pacific financial markets
6
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Quantitative economics : QE ; journal of the Econometric Society
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
International journal of financial engineering
5
International journal of production economics
5
Journal of empirical finance
5
Opsearch : journal of the Operational Research Society of India
5
Scandinavian actuarial journal
5
The journal of computational finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
861
Showing
71
-
80
of
861
Sort
Relevance
Date (newest first)
Date (oldest first)
71
Hidden Markov Model using transaction patterns for ATM card fraud detection
Nkemnole, E. B.
;
Akinsete, A. A.
- In:
Theoretical and applied economics : GAER review
28
(
2021
)
4/629
,
pp. 51-70
Persistent link: https://www.econbiz.de/10013259025
Saved in:
72
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
73
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
Josa-Fombellida, Ricardo
;
López-Casado, Paula
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1294-1311
Persistent link: https://www.econbiz.de/10014471166
Saved in:
74
The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games
Eibelshäuser, Steffen
;
Klockmann, Victor
;
Poensgen, David
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
6
,
pp. 1511-1526
Persistent link: https://www.econbiz.de/10014471535
Saved in:
75
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
76
Tipping and strong rarity value in a stochastic fishery game
Joosten, Reinoud
;
Harmelink, Rogier
- In:
International game theory review : IGTR
25
(
2023
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014437158
Saved in:
77
The sustainable hybrid truck-drone delivery model with stochastic customer existence
Teimoury, Ebrahim
;
Rashid, Reza
- In:
Research in transportation economics
100
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014456364
Saved in:
78
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
79
A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston
;
Drakos, Kōnstantinos
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
Saved in:
80
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->