Similar Search Results

Simultaneous control on lead time elements and ordering cost for an inflationary inventory-production model with mixture of normal distributions LTD under finite capacity

Tahami, Hesamoddin; Mirzazadeh, Abolfazl; … - In: RAIRO / Operations research 53 (2019) 4, pp. 1356-1384

Persistent link: https://www.econbiz.de/10012119015

Chapter 9. Analysis of Numerical Errors

Peralta-Alva, Adrian; Santos, Manuel S. - In: Handbook of computational economics : volume 3, (pp. 517-556). 2014

This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review the convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address the convergence and accuracy properties of the simulated...

Persistent link: https://www.econbiz.de/10014025713

Stability and sample-based approximations of composite stochastic optimization problems

Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888

Persistent link: https://www.econbiz.de/10014393285

Asymptotic inference for a sign-double autoregressive (SDAR) model of order one

Iglesias, Emma M. - In: Econometric reviews 44 (2025) 3, pp. 312-334

Persistent link: https://www.econbiz.de/10015196603

Estimation of distortion risk measures

Tsukahara, Hideatsu - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 213-235

Persistent link: https://www.econbiz.de/10010233598

Maximum likelihood estimation for generalized autoregressive score models

Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2014

We study the strong consistency and asymptotic normality of the maximum likelihood estimator for a class of time series … processes. We formulate primitive conditions for global identification, invertibility, strong consistency, and asymptotic …

Persistent link: https://www.econbiz.de/10010250505

Analysis of numerical errors

Peralta-Alva, Adrian; Santos, Manuel - 2012

Persistent link: https://www.econbiz.de/10009681262

Analysis of numerical errors

Peralta-Alva, Adrian; Santos, Manuel - 2014

Persistent link: https://www.econbiz.de/10010366995

Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective

Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199

Persistent link: https://www.econbiz.de/10011435793

Feasible invertibility conditions and maximum likelihood estimation for observation-driven models

Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; … - 2016

. We derive considerably weaker conditions that can be used in practice to ensure the consistency of the maximum likelihood … estimator for a wide class of observation-driven time series models. Our consistency results hold for both correctly specified …

Persistent link: https://www.econbiz.de/10011556144