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Found 138 Documents (Results 1–100)

The generalized dynamic factor model: one-sided estimation and forecasting. (English) Zbl 1476.62124

Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 153-182 (2020).
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The generalized dynamic factor model: consistency and rates. (English) Zbl 1476.62034

Hallin, Marc (ed.) et al., Time series in high dimensions. The general dynamic factor model. Hackensack, NJ: World Scientific. 117-152 (2020).
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Distances on spaces of high-dimensional linear stochastic processes: a survey. (English) Zbl 1334.60002

Nielsen, Frank (ed.), Geometric theory of information. Selected and revised contributions of the first conference on the geometric sciences of information, GSI, Paris, France, August 2013. Cham: Springer (ISBN 978-3-319-05316-5/hbk; 978-3-319-05317-2/ebook). Signals and Communication Technology, 219-242 (2014).
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Designing minimum guaranteed return funds. (English) Zbl 1405.91547

Bertocchi, Marida (ed.) et al., Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10–20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27–31, 2007. New York, NY: Springer (ISBN 978-1-4419-9585-8/hbk; 978-1-4419-9586-5/ebook). International Series in Operations Research & Management Science 163, 21-42 (2011).
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Explorations in Monte Carlo methods. (English) Zbl 1183.65003

Undergraduate Texts in Mathematics. New York, NY: Springer (ISBN 978-0-387-87836-2/hbk; 978-0-387-87837-9/ebook). xii, 243 p. (2009).
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