Matches in SemOpenAlex for { <https://semopenalex.org/work/W2014076567> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W2014076567 abstract "We introduce an adaptive algorithm to estimate the uncertain parameter of a stochastic optimization problem. The procedure estimates the one-step-ahead means, variances and covariances of a random process in a distribution-free and multidimensional framework when these means, variances and covariances are slowly varying on a given past interval. The quality of the approximate problem obtained when employing our estimation of the uncertain parameter is controlled in function of the number of components of the process and of the length of the largest past interval where the means, variances and covariances slowly vary. The procedure is finally applied to a portfolio selection model." @default.
- W2014076567 created "2016-06-24" @default.
- W2014076567 creator A5011113658 @default.
- W2014076567 date "2008-01-01" @default.
- W2014076567 modified "2023-10-17" @default.
- W2014076567 title "Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization" @default.
- W2014076567 cites W1521544588 @default.
- W2014076567 cites W1975049860 @default.
- W2014076567 cites W1993823646 @default.
- W2014076567 cites W1995285162 @default.
- W2014076567 cites W2040080160 @default.
- W2014076567 cites W2061293389 @default.
- W2014076567 cites W2090787683 @default.
- W2014076567 cites W2100549100 @default.
- W2014076567 cites W3100490367 @default.
- W2014076567 doi "https://doi.org/10.1524/stnd.2008.0916" @default.
- W2014076567 hasPublicationYear "2008" @default.
- W2014076567 type Work @default.
- W2014076567 sameAs 2014076567 @default.
- W2014076567 citedByCount "2" @default.
- W2014076567 countsByYear W20140765672012 @default.
- W2014076567 crossrefType "journal-article" @default.
- W2014076567 hasAuthorship W2014076567A5011113658 @default.
- W2014076567 hasBestOaLocation W20140765671 @default.
- W2014076567 hasConcept C105795698 @default.
- W2014076567 hasConcept C106487976 @default.
- W2014076567 hasConcept C111919701 @default.
- W2014076567 hasConcept C126255220 @default.
- W2014076567 hasConcept C149782125 @default.
- W2014076567 hasConcept C162324750 @default.
- W2014076567 hasConcept C178650346 @default.
- W2014076567 hasConcept C180877172 @default.
- W2014076567 hasConcept C185142706 @default.
- W2014076567 hasConcept C185592680 @default.
- W2014076567 hasConcept C187736073 @default.
- W2014076567 hasConcept C205555498 @default.
- W2014076567 hasConcept C28826006 @default.
- W2014076567 hasConcept C33923547 @default.
- W2014076567 hasConcept C41008148 @default.
- W2014076567 hasConcept C43617362 @default.
- W2014076567 hasConcept C96250715 @default.
- W2014076567 hasConcept C98045186 @default.
- W2014076567 hasConceptScore W2014076567C105795698 @default.
- W2014076567 hasConceptScore W2014076567C106487976 @default.
- W2014076567 hasConceptScore W2014076567C111919701 @default.
- W2014076567 hasConceptScore W2014076567C126255220 @default.
- W2014076567 hasConceptScore W2014076567C149782125 @default.
- W2014076567 hasConceptScore W2014076567C162324750 @default.
- W2014076567 hasConceptScore W2014076567C178650346 @default.
- W2014076567 hasConceptScore W2014076567C180877172 @default.
- W2014076567 hasConceptScore W2014076567C185142706 @default.
- W2014076567 hasConceptScore W2014076567C185592680 @default.
- W2014076567 hasConceptScore W2014076567C187736073 @default.
- W2014076567 hasConceptScore W2014076567C205555498 @default.
- W2014076567 hasConceptScore W2014076567C28826006 @default.
- W2014076567 hasConceptScore W2014076567C33923547 @default.
- W2014076567 hasConceptScore W2014076567C41008148 @default.
- W2014076567 hasConceptScore W2014076567C43617362 @default.
- W2014076567 hasConceptScore W2014076567C96250715 @default.
- W2014076567 hasConceptScore W2014076567C98045186 @default.
- W2014076567 hasIssue "2" @default.
- W2014076567 hasLocation W20140765671 @default.
- W2014076567 hasOpenAccess W2014076567 @default.
- W2014076567 hasPrimaryLocation W20140765671 @default.
- W2014076567 hasRelatedWork W1548938959 @default.
- W2014076567 hasRelatedWork W1584454155 @default.
- W2014076567 hasRelatedWork W1943536803 @default.
- W2014076567 hasRelatedWork W1969815525 @default.
- W2014076567 hasRelatedWork W2179028626 @default.
- W2014076567 hasRelatedWork W2572601863 @default.
- W2014076567 hasRelatedWork W2964044082 @default.
- W2014076567 hasRelatedWork W3147678934 @default.
- W2014076567 hasRelatedWork W3162128114 @default.
- W2014076567 hasRelatedWork W4300121693 @default.
- W2014076567 hasVolume "26" @default.
- W2014076567 isParatext "false" @default.
- W2014076567 isRetracted "false" @default.
- W2014076567 magId "2014076567" @default.
- W2014076567 workType "article" @default.