Search Results - subject:"continuous time"

Nonparametric continuous time regressions with functional coefficients

Choi, Mijung; Kim, Jihyun; Nguyen, Nuong - In: The Korean economic review 41 (2025) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10015405935

Assessing driving risk through unsupervised detection of anomalies in telematics time series data

Chan, Ian Weng; Badescu, Andrei L.; Lin, X. Sheldon - In: ASTIN bulletin : the journal of the International … 55 (2025) 2, pp. 205-241

Persistent link: https://www.econbiz.de/10015450030

A novel mixed-integer linear programming formulation for continuous-time inventory routing

Wang, Akang; Li, Xiandong; Arbogast, Jeffrey E.; … - In: Computers & operations research : an international journal 174 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015330235

Continuous-time scheduled service network design

Lanza, Giacomo; Crainic, Teodor Gabriel; Passacantando, … - 2025

Persistent link: https://www.econbiz.de/10015440665

Bargaining between collaborators of a stochastic project

Ning, Z. Eddie - In: The Rand journal of economics 56 (2025) 3, pp. 366-384

Persistent link: https://www.econbiz.de/10015463794

Gamma-driven markov processes and extensions with application to realized volatility

Mendes, Fernanda G. B.; Barreto-Souza, Wagner; Ndreca, Sokol - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 1, pp. 14-26

Persistent link: https://www.econbiz.de/10015533853

Volatility modelling in a Markov-switching environment: two Ornstein–Uhlenbeck-related approaches

Behme, Anita - In: Finance and Stochastics 29 (2025) 4, pp. 1109-1138

We introduce generalisations of the COGARCH model of Klüppelberg et al. (J. Appl. Probab. 41:601–622 2004 ) and of the volatility and price model of Barndorff-Nielsen and Shephard (J. R. Stat. Soc., Ser. B Stat. Methodol. 63:167–241 2001 ) to a Markov-switching environment. These...

Persistent link: https://www.econbiz.de/10015482645

Persistence in a dynamic moral hazard game

Bohren, J. Aislinn - In: Theoretical Economics 19 (2024) 1, pp. 449-498

This paper studies how the persistence of past choices can be used to create incentives in a continuous time stochastic …

Persistent link: https://www.econbiz.de/10014536879

Budget deficit in a growing economy and impossibility of fiscal collapse: A continuous time analysis

Tanaka, Yasuhito - In: Central European Economic Journal (CEEJ) 11 (2024) 58, pp. 305-319

Using a continuous time dynamic model of growing economy we will show the following results. 1) When people derive …

Persistent link: https://www.econbiz.de/10015445958

Solving HACT models with bankruptcy choice

Mellior, Gustavo; Shibayama, Katsuyuki - In: Economics letters 245 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015448923