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Dependent Data in Economic and Financial Problems
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SYSNO 0364654 Title Dependent Data in Economic and Financial Problems Author(s) Kaňková, Vlasta (UTIA-B) [E] RID Source Title Proceedings of the 29th International Conference Mathematical Methods in Economics 2011, 1 - Part I. S. 327-332. - Praha : Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic, 2011 / Dlouhý Martin ; Skočdopolová Veronika Conference 29th International Conference Mathematical Methods in Economics 2011, Janská Dolina, 06.09.2011-09.09.2011 Document Type Konferenční příspěvek (zahraniční konf.) Grant GAP402/10/1610 GA ČR - Czech Science Foundation (CSF) GAP402/11/0150 GA ČR - Czech Science Foundation (CSF) GAP402/10/0956 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords Stochastic programming * Wasserstein metric * L_1norm * Empirical estimates * One-stage problems * Multistage problems * Independent samples * m-dependent samples * Markov dependence * Phi-mixing random samples URL http://library.utia.cas.cz/separaty/2011/E/kankova-dependent data in economic and financial problems.pdf Permanent Link http://hdl.handle.net/11104/0006558
Number of the records: 1