Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
From MaRDI portal
Publication:1397039
DOI10.1007/s001860200171zbMath1031.90019MaRDI QIDQ1397039
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200171
Convergence rate; Asymptotic distribution; Long-range dependence; Statistical estimates; Stochastic programming problem
Related Items