Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643)
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scientific article; zbMATH DE number 6469394
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| English | Approximating multivariate Markov chains for bootstrapping through contiguous partitions |
scientific article; zbMATH DE number 6469394 |
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Approximating multivariate Markov chains for bootstrapping through contiguous partitions (English)
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3 August 2015
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multivariate Markov chains
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bootstrapping
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heuristic algorithms
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tabu search
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contiguous states
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stock and electricity prices and volumes
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0.8737138509750366
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0.8475387096405029
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0.8227282166481018
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0.7813060283660889
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0.7698678374290466
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