Similar Search Results - EconBiz

Decision dependent stochastic processes

Kirschenmann, Thomas; Popova, Elmira; Damien, Paul; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 731-742

Persistent link: https://www.econbiz.de/10010360425

A decision dependent stochastic process model for repairable systems with applications

Zantek, Paul F.; Hanson, Timothy; Damien, Paul; Popova, … - In: Operations research perspectives 2 (2015), pp. 73-80

Management decisions regarding maintenance protocols critically hinge on the underlying probability distribution of the time between failures in most repairable systems. Replacement of the system with a new one resets the system age to zero, whereas a repair does not alter the system age but may...

Persistent link: https://www.econbiz.de/10011822489

Bayesian failure-rate modeling and preventive maintenance optimization

Belyi, Dmitriy; Popova, Elmira; Morton, David P.; … - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1085-1093

Persistent link: https://www.econbiz.de/10011802470

Bayesian estimation of electricity price risk with a multi-factor mixture of densities

Kang, Li; Walker, Stephen G.; Damien, Paul; Bunn, Derek W. - In: Quantitative finance 22 (2022) 8, pp. 1535-1544

Persistent link: https://www.econbiz.de/10013367927

Stochastic volatility : univariate and multivariate extensions

Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995

Persistent link: https://www.econbiz.de/10000918910

Models and priors for multivariate stochastic volatility

Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev

Persistent link: https://www.econbiz.de/10000925647

The impact of jumps in volatility and returns

Eraker, Bjørn; Johannes, Michael; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1269-1300

Persistent link: https://www.econbiz.de/10001762606

Bayesian analysis of stochastic volatility models with fat-tails and correlated errors

Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of econometrics 122 (2004) 1, pp. 185-212

Persistent link: https://www.econbiz.de/10002136532

MCMC methods for continuous-time financial econometrics

Johannes, Michael; Polson, Nicholas G. - 2010

Persistent link: https://www.econbiz.de/10003900732

Practical filtering for stochastic volatility models

Stroud, Jonathan R.; Polson, Nicholas G.; Müller, Peter - In: State space and unobserved component models : theory …, (pp. 236-247). 2004

Persistent link: https://www.econbiz.de/10009719923

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