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  • Search: subject:"Gaussian Process"
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Year of publication
Subject
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Gaussian process 219 Gauß-Prozess 109 Stochastischer Prozess 99 Stochastic process 97 Theorie 83 Theory 82 Estimation theory 56 Schätztheorie 56 Gaussian process regression 46 Bayesian inference 43 Bayes-Statistik 42 Regression analysis 29 Regressionsanalyse 29 Forecasting model 25 Prognoseverfahren 25 Simulation 25 Statistische Verteilung 25 Statistical distribution 24 Nichtparametrisches Verfahren 22 Nonparametric statistics 22 Artificial intelligence 21 Künstliche Intelligenz 21 Time series analysis 20 Zeitreihenanalyse 20 Bootstrap approach 18 Bootstrap-Verfahren 18 Option pricing theory 17 Optionspreistheorie 17 Kriging 16 Volatilität 15 Mathematical programming 14 Mathematische Optimierung 14 Maximum likelihood estimation 14 Modellierung 14 Scientific modelling 14 Volatility 14 Gaussian Process 13 Maximum-Likelihood-Schätzung 13 Zinsstruktur 13 Yield curve 12
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Online availability
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Undetermined 162 Free 156 CC license 17
Type of publication
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Article 221 Book / Working Paper 132
Type of publication (narrower categories)
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Article in journal 119 Aufsatz in Zeitschrift 119 Working Paper 83 Graue Literatur 73 Non-commercial literature 73 Arbeitspapier 71 Article 11 Aufsatz im Buch 7 Book section 7 Hochschulschrift 5 Thesis 5 research-article 2 Collection of articles written by one author 1 Sammlung 1
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Language
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English 258 Undetermined 93 French 1 Russian 1
Author
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Kleijnen, Jack P. C. 14 Chernozhukov, Victor 12 Linton, Oliver 10 Sentana, Enrique 7 Whang, Yoon-Jae 7 Belloni, Alexandre 6 Cho, Jin Seo 6 Fiorentini, Gabriele 6 Mehdad, Ehsan 6 Xu, Xiaojie 6 Chetverikov, Denis 5 Jin, Bingzi 5 Kato, Kengo 5 Ludkovski, Mike 5 Chen, Xiaohong 4 Christensen, Timothy M. 4 Fernández-Val, Iván 4 Hébert, Benjamin 4 Kleijnen, Jack P.C. 4 Lanne, Markku 4 Mehdad, E. 4 Woodford, Michael 4 Yen, Yu-Min 4 Aguilar, Jean-Philippe 3 Beers, Wim C. M. van 3 Claveria, Oscar 3 Dearmon, Jacob 3 Eder, Armin 3 Fok, Dennis 3 Giudici, Paolo 3 Goos, Peter 3 Gramacy, Robert B. 3 Guvenen, Fatih 3 Hall, Peter 3 Han, Heejoon 3 Härdle, Wolfgang 3 Keiler, Sebastian 3 Kleinow, Torsten 3 Kristensen, Dennis 3 Küchler, Uwe 3
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Institution
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Cowles Foundation for Research in Economics, Yale University 4 Tilburg University, Center for Economic Research 4 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 3 Centre for Microdata Methods and Practice (CEMMAP) 2 Christian-Albrechts-Universität zu Kiel 2 International Monetary Fund (IMF) 2 National Bureau of Economic Research 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Berkeley Electronic Press 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Deutsche Bundesbank 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Institute of Economic Research, Korea University 1 London School of Economics (LSE) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 14 Discussion paper / Center for Economic Research, Tilburg University 12 European journal of operational research : EJOR 10 Journal of Multivariate Analysis 10 Stochastic Processes and their Applications 8 Journal of econometrics 7 Statistical Inference for Stochastic Processes 7 Statistics & Probability Letters 7 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Operations research 6 Computational Statistics & Data Analysis 5 Risks : open access journal 5 cemmap working paper 5 Annals of the Institute of Statistical Mathematics 4 Cowles Foundation Discussion Papers 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Physica A: Statistical Mechanics and its Applications 4 Quantitative finance 4 AStA Advances in Statistical Analysis 3 CEMFI working paper 3 CREATES research paper 3 European Journal of Operational Research 3 Insurance / Mathematics & economics 3 International Journal of Energy Economics and Policy : IJEEP 3 International journal of forecasting 3 International journal of production research 3 International journal of theoretical and applied finance 3 RePAd Working Paper Series 3 Risks 3 Statistical Papers / Springer 3 Working paper / National Bureau of Economic Research, Inc. 3 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 2 Applied Energy 2 Applied mathematical finance 2 Bayesian model comparison 2 CeMMAP working papers 2 Cowles Foundation discussion paper 2 Decision analytics journal 2 Discussion paper / Centre for Economic Policy Research 2 IMF Working Papers 2
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Source
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ECONIS (ZBW) 218 RePEc 105 EconStor 23 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 1
Showing 241 - 250 of 353
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GP-DEMO : differential evolution for multiobjective optimization based on Gaussian process models
Mlakar, Miha; Petelin, Dejan; Tus̆ar, Tea; Filipič, Bogdan - In: European journal of operational research : EJOR 243 (2015) 2, pp. 347-361
Persistent link: https://www.econbiz.de/10010510121
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Option pricing for symmetric Lévy returns with applications
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, … - In: Asia-Pacific financial markets 22 (2015) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
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Gaussian processes and Bayesian moment estimation
Florens, Jean-Pierre; Simoni, Anna - 2015 - This version: november 2015
Persistent link: https://www.econbiz.de/10011443255
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Machine learning in fine wine price prediction
Yeo, Michelle; Fletcher, Tristan; Shawe-Taylor, John - In: Journal of wine economics 10 (2015) 2, pp. 151-172
Persistent link: https://www.econbiz.de/10011403085
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Large time asymtotics of exchange rates via non-Gaussian semimartingale monetary dynamics
Gagnon, Gregory - In: Progress in economics research 31 (2015), pp. 115-132
Persistent link: https://www.econbiz.de/10011405877
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Bayesian regression with nonparametric heteroskedasticity
Norets, Andriy - In: Journal of econometrics 185 (2015) 2, pp. 409-419
Persistent link: https://www.econbiz.de/10011348991
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Condition-based maintenance using the inverse Gaussian degradation model
Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao - In: European journal of operational research : EJOR 243 (2015) 1, pp. 190-199
Persistent link: https://www.econbiz.de/10010492974
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Maximal Gaussian affine models for multiple commodities : a note
Casassus, Jaime; Liu, Peng; Tang, Ke - In: The journal of futures markets 35 (2015) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10011346168
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Time series models for credit default swap premiums
Eifert, Márton - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
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Testing for threshold moving average with conditional heteroscedasticity
Li, G; Li, WK - 2008
statistic is shown to converge weakly to a functional of a centered Gaussian process under the null hypothesis of no threshold …
Persistent link: https://www.econbiz.de/10009471397
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