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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 291 - 300 of 353
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Gaussian process regression based optimal design of combustion systems using flame images
Chen, Junghui; Chan, Lester Lik Teck; Cheng, Yi-Cheng - In: Applied Energy 111 (2013) C, pp. 153-160
and variations in the operation data. Then stochastic modeling of the combustion process is done by a Gaussian process …
Persistent link: https://www.econbiz.de/10010702668
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Error estimation properties of Gaussian process models in stochastic simulations
Hernandez, Andres F.; Grover, Martha A. - In: European Journal of Operational Research 228 (2013) 1, pp. 131-140
The theoretical relationship between the prediction variance of a Gaussian process model (GPM) and its mean square … estimation of Gaussian process models when the simulated data observations contain measurement noise. In particular, this work … Gaussian process model using stochastic simulations are preserved when the signal-to-noise ratio in the data is larger than 10 …
Persistent link: https://www.econbiz.de/10010662528
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Stationarity of multivariate particle systems
Molchanov, Ilya; Stucki, Kaspar - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2272-2285
A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in Rd and in some cases provide a full characterisation of the stationarity property. In particular, a full...
Persistent link: https://www.econbiz.de/10010664974
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Sparse online warped Gaussian process for wind power probabilistic forecasting
Kou, Peng; Gao, Feng; Guan, Xiaohong - In: Applied Energy 108 (2013) C, pp. 410-428
and its time-adaptiveness. This model based on the warped Gaussian process (WGP), which handles the non … Gaussian process (GP), then the non-Gaussian uncertainty associated with the wind power can be predicted in a standard GP …
Persistent link: https://www.econbiz.de/10010665636
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Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
Bardet, Jean-Marc; Surgailis, Donatas - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 1004-1045
A new nonparametric estimator of the local Hurst function of a multifractional Gaussian process based on the increment …
Persistent link: https://www.econbiz.de/10010608632
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Subordinated Levy Processes and Applications to Crude Oil Options
Krichene, Noureddine - International Monetary Fund (IMF) - 2005
One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects...
Persistent link: https://www.econbiz.de/10005605320
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Sample distribution function based goodness-of-fit test for complex surveys
Wang, Jianqiang C. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 664-679
Testing the parametric distribution of a random variable is a fundamental problem in exploratory and inferential statistics. Classical empirical distribution function based goodness-of-fit tests typically require the data to be an independent and identically distributed realization of a certain...
Persistent link: https://www.econbiz.de/10010871376
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A functional central limit theorem for empirical processes under a strong mixing condition
Tone, Cristina - In: Statistical Inference for Stochastic Processes 15 (2012) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10010992894
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Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Arendarczyk, Marek; Dȩbicki, Krzysztof - In: Statistics & Probability Letters 82 (2012) 3, pp. 645-652
Let {X(t):t∈[0,∞)} be a centered stationary Gaussian process. We study the exact asymptotics of P(sups∈[0,T]X(s)>u), as …
Persistent link: https://www.econbiz.de/10011040125
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Stochastic order for alpha-permanental point processes
Eisenbaum, Nathalie - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 952-967
We establish relations of stochastic comparison among point processes elements of the set of alpha-permanental point processes. This set contains in particular, the determinantal point processes, the Poisson point processes and the permanental point processes. We show that these three classes of...
Persistent link: https://www.econbiz.de/10010574718
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