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Koopman, Siem Jan; Hol Uspensky, Eugenie - 2000

(SVM) model based on Monte Carlo simulation methods. The SVM modelincorporates the unobserved volatility as anexplanatory variable …

Persistent link: https://www.econbiz.de/10011303314

Differences in European mortality rates : a geometric approach on the age-period plane

Christiansen, Marcus C.; Spodarev, Evgenij; Unseld, Verena - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 477-502

Persistent link: https://www.econbiz.de/10011397239

Penalty function with memory for discrete optimization via simulation with stochastic constraints

Park, Chuljin; Kim, Seong-Hee - In: Operations research 63 (2015) 5, pp. 1195-1212

Persistent link: https://www.econbiz.de/10011397825

Efficiency analysis under uncertainty : a simulation study

Shankar, Sriram - In: The Australian journal of agricultural and resource … 59 (2015) 2, pp. 171-188

Persistent link: https://www.econbiz.de/10011297691

Numerically accelerated importance sampling for nonlinear non-Gaussian state space models

Koopman, Siem Jan; Lucas, André; Scharth, Marcel - 2012

methods. Our methodology explores the idea that only a small part of the likelihood evaluation problem requires simulation. We …-off encountered by other sampling methods. An elaborate simulation study and an empirical application for U.S. stock returns reveal …

Persistent link: https://www.econbiz.de/10011386179