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AMS 1991 subject classifications: 90C15 2 Asymptotic distribution 2 Convergence rate 2 Long-range dependence 2 Statistical estimates 2 Stochastic programming problem 2
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Undetermined 2
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Article 2
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Undetermined 2
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Wang, Lihong 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
Showing 1 - 2 of 2
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Mathematical Methods of Operations Research 55 (2002) 1, pp. 37-54
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution …
Persistent link: https://www.econbiz.de/10010999577
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Computational Statistics 55 (2002) 1, pp. 37-54
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution …
Persistent link: https://www.econbiz.de/10010847531
Saved in:
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