Similar Search Results

A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms

Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856

Persistent link: https://www.econbiz.de/10015143959

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336

Persistent link: https://www.econbiz.de/10009732081

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - 2008

Persistent link: https://www.econbiz.de/10003798283

A stochastic optimization approach to shift scheduling with breaks adjustments

Hur, Youngbum; Bard, Jonathan F.; Frey, Markus; … - In: Computers & operations research : and their … 107 (2019), pp. 127-139

Persistent link: https://www.econbiz.de/10012014760

Optimal Lag Structure Selection in VEC-Models

Winker, Peter; Maringer, Dietmar - In: New directions in macromodelling : essays in honor of …, (pp. 213-234). 2004

Persistent link: https://www.econbiz.de/10015388221

Computing Exact Score Vectors for Linear Gaussian State Space Models

Nagakura, Daisuke - 2019

A recursive formula for computing the exact value of score vectors is proposed, which is more desirable than approximate values in some statistical analyses, for a general form of the linear Gaussian state space model. Unlike most extant methods, our formula calculates all components of the...

Persistent link: https://www.econbiz.de/10012906057

Optimal linear combination of Poisson variables for multivariate statistical process control

Epprecht, Eugenio K.; Aparisi, Francisco; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 3021-3032

Persistent link: https://www.econbiz.de/10010210670

Optimal EWMA of linear combination of Poisson variables for multivariate statistical process control

Garcia-Bustos, Sandra; Aparisi, Francisco; Epprecht, … - In: International journal of production research 53 (2015) 14, pp. 4141-4159

Persistent link: https://www.econbiz.de/10011302788

Stochastic inflow modeling for hydropower scheduling problems

Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011338122

Parallel optimization of sparse portfolios with AR-HMMs

Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578

Persistent link: https://www.econbiz.de/10011762135