Structural estimation of Markov decision processes

J Rust - Handbook of econometrics, 1994 - Elsevier
Publisher Summary This chapter summarizes the ability of the models to track the shift in
departure rates induced by the 1982 window plan. All forecasts were based on the …

Statistical inference for fractional diffusion processes

BLSP Rao - 2011 - books.google.com
Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

[图书][B] International Series in Operations Research & Management Science

FS Hillier, CC Price - 2001 - Springer
Conic optimization is a significant and thriving research area within the optimization
community. Conic optimization is the general class of problems concerned with optimizing a …

Springer series in statistics

P Bickel, P Diggle, S Fienberg, U Gather, I Olkin… - Principles and Theory …, 2009 - Springer
The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

[图书][B] Permutation tests: a practical guide to resampling methods for testing hypotheses

P Good - 2013 - books.google.com
In 1982, I published several issues of a samdizat scholarly journal called Random ization
with the aid of an 8-bit, I-MH personal computer with 48K of memory (upgraded to 64K later …

Stochastic processes and applications

GA Pavliotis - Texts in applied mathematics, 2014 - Springer
The purpose of this book is to present various results and techniques from the theory of
stochastic processes and in particular diffusion processes that are useful in the study of …

Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher

J Rust - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
This paper formulates a simple regenerative optimal stopping model of bus engine
replacement to describe the behavior of Harold Zurcher, superintendent of maintenance at …

Present position and potential developments: Some personal views statistical theory the prequential approach

AP Dawid - Journal of the Royal Statistical Society: Series A …, 1984 - Wiley Online Library
The prequential approach is founded on the premiss that the purpose of statistical inference
is to make sequential probability forecasts for future observations, rather than to express …

[图书][B] Nonlinear time series: nonparametric and parametric methods

J Fan, Q Yao - 2008 - books.google.com
Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata-
analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …

[图书][B] Dynamic energy budget theory for metabolic organisation

SALM Kooijman - 2010 - books.google.com
" Dynamic Energy Budget (DEB) theory is a formal theory for the uptake and use of
substrates (food, nutrients and light) by organisms and their use for maintenance, growth …