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2 research outputs found
Heteroscedastic mixture transition distribution (HMTD) model
Author
A. Berchtold
C.S. Wang
+10 more
C.S. Wang
G.E.P. Box
G.J. Mclanchlan
G.J. Mclanchlan
H. Tong
Hongjun Wang
N.D. Le
Q. Shao
V.E. Beněs
Zheng Tian
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Stochastic Impulse Control of Non-Markovian Processes
Author
A.J.L. Bensoussan
B. Øksendal
+18 more
Boualem Djehiche
C. Dellacherie
D. Revuz
E. Pardoux
Ibtissam Hdhiri
J. Cvitanic
J.P. Lepeltier
L.H.R. Alvarez
L.H.R. Alvarez
M. Xu
N. El-Karoui
R. Korn
R.J. Elliott
S. Baccarin
S. Hamadène
S. Peng
Said Hamadène
V.E. Beněs
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref