The following pages link to Peter Winker (Q169924):
Displaying 45 items.
- Improved bootstrap prediction intervals for SETAR models (Q259663) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- Empirical economic research and econometrics. (Q604432) (← links)
- Identification of multivariate AR-models by threshold accepting (Q672526) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- (Q951869) (redirect page) (← links)
- A global optimization heuristic for estimating agent based models (Q951870) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- Optimal aggregation of linear time series models (Q957206) (← links)
- The convergence of estimators based on heuristics: theory and application to a GARCH model (Q964667) (← links)
- Improving the computation of censored quantile regressions (Q1020790) (← links)
- Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting. (Q1426054) (← links)
- Data generation processes and statistical management of interval data (Q1622089) (← links)
- Time series simulation with quasi-Monte-Carlo methods (Q1812108) (← links)
- Ta algorithms for D-optimal OofA mixture designs (Q2076166) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732) (← links)
- Constructing optimal sparse portfolios using regularization methods (Q2355718) (← links)
- Optimized \(U\)-type designs on flexible regions (Q2445601) (← links)
- Optimization heuristics for determining internal rating grading scales (Q2445721) (← links)
- Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations (Q2474711) (← links)
- Empirical economic research and econometrics (Q2509387) (← links)
- Generating prediction bands for path forecasts from SETAR models (Q2691726) (← links)
- Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs (Q2759097) (← links)
- (Q2784327) (← links)
- Convergence of Heuristic-based Estimators of the GARCH Model (Q2829650) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- Robust uniform design with errors in the design variables (Q3094087) (← links)
- (Q3295342) (← links)
- The convergence of optimization based GARCH estimators: theory and application (Q3298636) (← links)
- The stochastics of threshold accepting: analysis of an application to the uniform design problem (Q3298637) (← links)
- Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels (Q3376999) (← links)
- (Q3524409) (← links)
- (Q4251516) (← links)
- (Q4369801) (← links)
- Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points (Q4377533) (← links)
- Uniform Design: Theory and Application (Q4541388) (← links)
- (Q4886786) (← links)
- Cardinality versus<i>q</i>-norm constraints for index tracking (Q5247282) (← links)
- Optimal Lag Structure Selection in VEC-Models (Q5292188) (← links)
- (Q5297405) (← links)
- Optimized Two-Step Sequential U-Type Designs (Q5299718) (← links)
- Optimized multivariate lag structure selection (Q5929105) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)
