Search Results - subject:"sequential analysis" - EconBiz

Sequential-analysis-based randomized-regret-methods for lotsizing and scheduling

Drexl, Andreas; Haase, Knut - 1993

subspaces via sequential analysis based on hypothesis testing. The new ideas provided in this paper, i.e. the randomized …-regrets-based backward algorithm as well as the controlled search via sequential analysis, have three important properties: They are simple …

Persistent link: https://www.econbiz.de/10011739121

The econometrics of sequential trade models : theory and applications using high frequency data

Kokot, Stefan - 2004

This clearly structured and well-written reference work examines the consequences of speculative trading based on private information about financial asset markets. It presents an extensive and thorough discussion of theoretical and empirical methods used in previous studies on sequential trade...

Persistent link: https://www.econbiz.de/10001851227

A sequential method for the evaluation of the VaR model based on the run between exceedances

Mihailescu, Laurent̜iu - In: Allgemeines statistisches Archiv : AStA ; journal of … 88 (2004) 1, pp. 51-72

Persistent link: https://www.econbiz.de/10001967136

Sector-level disaggregate stochastic trends in Mexico's real output

Noriega-Muro, Antonio E. - In: Economía mexicana 13 (2004) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001947976

Equilibria in sequential bargaining games as solutions to systems of equations

Kalandrakis, Tasos - In: Economics letters 84 (2004) 3, pp. 407-411

Persistent link: https://www.econbiz.de/10002139581

Retail competition when retailers are vertically differentiated

Miyamoto, Yoshinari - In: Osaka City University economic review : ER 39 (2004), pp. 45-77

Persistent link: https://www.econbiz.de/10002348654

A sequential method for the evaluation of the VaR model based on the run between exceedancers

Mihailescu, Laurenţiu - 2003

Persistent link: https://www.econbiz.de/10001762989

Sequential Malmquist indices of productivity growth : an application to OECD industrial activities

Shestalova, Victoria - In: Journal of productivity analysis 19 (2003) 2/3, pp. 211-226

Persistent link: https://www.econbiz.de/10001764157

Finite mixture distributions, sequential likelihood and the EM algorithm

Arcidiacono, Peter; Jones, John Bailey - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 933-946

Persistent link: https://www.econbiz.de/10001769706

Sensitivity analysis of a sequential decision problem with learning

Müller, Alfred; Scarsini, Marco - In: Mathematical methods of operations research 57 (2003) 2, pp. 321-327

Persistent link: https://www.econbiz.de/10001752236

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