Global optimization of statistical functions with simulated annealing

DOI10.1016/0304-4076(94)90038-8zbMath0789.62095WikidataQ112830772 ScholiaQ112830772MaRDI QIDQ59975

William L. Goffe, Gary D. Ferrier, John Rogers, V. Pereyra

Publication date: January 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90038-8

zbMATH Keywords

simulated annealing; global optimum; estimation algorithms

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

65K10: Numerical optimization and variational techniques

65C99: Probabilistic methods, stochastic differential equations

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Uses Software

• SIGMA_
• simannf90

Cites Work

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