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  • Search: subject:"RANDOM PROCESS"
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Year of publication
Subject
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random process 11 Theorie 8 Theory 8 equation 7 Random process 6 statistics 6 correlation 5 equations 5 prediction 5 probability 5 samples 5 time series 5 Reliability 4 correlations 4 covariance 4 econometrics 4 predictions 4 probabilities 4 probability distribution 4 random error 4 sample size 4 standard errors 4 Economic models 3 Optimization 3 RANDOM PROCESS 3 Stochastic process 3 Stochastischer Prozess 3 difference equation 3 forecasting 3 monte carlo simulations 3 normal distribution 3 number of regressors 3 random variable 3 random variables 3 regression model 3 sample sizes 3 simulation results 3 standard deviation 3 statistic 3 statistical significance 3
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Online availability
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Undetermined 18 Free 14 CC license 2
Type of publication
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Article 25 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Article 1 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 research-article 1
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Language
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English 18 Undetermined 17 Russian 1
Author
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Chen, Huigang 2 Kovalenko, Igor 2 Mirestean, Alin 2 Postnikov, Ivan 2 Tsangarides, Charalambos G. 2 Vavilov, Sergey A. 2 Wu, Zhang 2 Achille, Lemmi 1 Afandak, B. 1 Aksen, Ė. M. 1 Angelini, Pierpaolo 1 Aumaître, S. 1 Baran, Sándor 1 Barnhill, Theodore M. 1 Barrionuevo, José M. 1 Boughaleb, Y. 1 Claudio, Quintano 1 Cuesta-Albertos, Juan Antonio 1 D'Agostino Antonella 1 Daniels, Marcus G. 1 Diop, Aliou 1 Dittrich, Ludwig O. 1 Dufour, J.M. 1 Durdu, Ceyhun Bora 1 Erbas, S. Nuri 1 Farmer, J. Doyne 1 Fryz, Mykhailo 1 Gamboa, Fabrice 1 García-Soidán, Pilar 1 Gianni, Betti 1 Gradzka, Ewa 1 Guegan, Dominique 1 Gunasekaran, Angappa 1 Hajialinajar, M. T. 1 Iori, Giulia 1 Jafari Khaledi, Majid 1 Kar, Samarjit 1 Khoo, M. B. C. 1 Khoo, M.B.C. 1 Kiviet, J.F. 1
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Institution
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International Monetary Fund (IMF) 7 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 HAL 1 International Conference on Applications of Operational Research in Business and Industries <2021, Indore> 1 Santa Fe Institute 1
Published in...
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IMF Working Papers 7 International journal of financial engineering 2 Atlantic economic journal : AEJ 1 Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj naučno-praktičeskij žurnal 1 Cahiers de recherche 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Energy Reports 1 Energy reports 1 European Journal of Industrial Engineering 1 European journal of industrial engineering : EJIE 1 International Journal of Quality & Reliability Management 1 International journal of economics and finance 1 Journal of Multivariate Analysis 1 Journal of the Operational Research Society 1 Lecture Notes in Operations Research 1 Mathematical Methods of Operations Research 1 Mathematics and Computers in Simulation (MATCOM) 1 Opsearch : journal of the Operational Research Society of India 1 Physica A: Statistical Mechanics and its Applications 1 Politica economica - Journal of Economic Policy (PEJEP) 1 Post-Print / HAL 1 Statistical Inference for Stochastic Processes 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Technology audit and production reserves 1 The European Physical Journal B - Condensed Matter and Complex Systems 1 Working Papers / Santa Fe Institute 1 Проблемы современной экономики 1 Управление большими системами: сборник трудов 1
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Source
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RePEc 23 ECONIS (ZBW) 11 EconStor 1 Other ZBW resources 1
Showing 31 - 36 of 36
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A Simple Forecasting Accuracy Criterion Under Rational Expectations; Evidence From the World Economic Outlook and Time Series Models
Barrionuevo, José M. - International Monetary Fund (IMF) - 1992
A simple criterion based on the properties of the forecast error is presented to evaluate the accuracy of forecasts. The efficiency conditions of an optimization problem are used to show that under rational expectations the standard statistical conditions are necessary, but not sufficient to...
Persistent link: https://www.econbiz.de/10005264063
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Demand Storage, Market Liquidity, and Price Volatility
Daniels, Marcus G.; Farmer, J. Doyne; Iori, Giulia; … - Santa Fe Institute - 2002
formation in most modern financial markets. We study the limit order book under a random process model of order flow, using …
Persistent link: https://www.econbiz.de/10005739999
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Ergodic and light traffic properties of a complex repairable system
Kovalenko, Igor - In: Mathematical Methods of Operations Research 45 (1997) 3, pp. 387-409
A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...
Persistent link: https://www.econbiz.de/10010999902
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Ergodic and light traffic properties of a complex repairable system
Kovalenko, Igor - In: Computational Statistics 45 (1997) 3, pp. 387-409
A repairable system is composed of components ofI types. A component can be loaded, put on standby, queued or repaired. The repair facility is here assumed to be a queueing system of a rather general structure though interruption of repairs is not allowed. Typei components possess a lifetime...
Persistent link: https://www.econbiz.de/10010759490
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Interacting Brownian particles in a two dimensional periodic potential
Mazroui, M.; Boughaleb, Y. - In: Physica A: Statistical Mechanics and its Applications 227 (1996) 1, pp. 93-107
We study the dynamic properties of a system of N interacting Brownian particles immersed in a two-dimensional periodic potential in relation to superionic conductors. By varying the density of the mobile ions and the strength of the pair interaction, we investigate commensurability and...
Persistent link: https://www.econbiz.de/10010586397
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Exact Tests in Single Equation Autoregressive Distributed Lag Models.
Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353023
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