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機械学習と最適化技術の統合による需要不確実性下でのshared e-scooterの短期オペレーション

機械学習と最適化技術の統合による需要不確実性下でのshared e-scooterの短期オペレーション
Digital博士論文障害者向け資料あり
Saum, NarithHokkaido University2023-09-25
Available onlineNational Diet LibraryOther Libraries in Japan
  • Summary, etc....ve Conditional Heteroskedasticity (ARCH), respectively. Moreove...
  • Subject HeadingAutoregressive Conditional Heteroskedasticity Deep Learning Demand Uncertai...

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model
Digital文書・図像類
Perron, Pierre, 山本, 庸平, Zhou, JingHitotsubashi Institute for Advanced Study, Hitotsubashi University2019-04
Available onlineOther Libraries in Japan
  • Summary, etc....nd conditional heteroskedasticity is permitted. Extensions to t...
  • Subject HeadingChange-point Variance shift Conditional heteroskedasticity Likelihood ratio tests

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances
Digital文書・図像類
山本, 庸平Hitotsubashi Institute for Advanced Study, Hitotsubashi University2018-08
Available onlineOther Libraries in Japan
  • Subject Heading...cation through heteroskedasticity impulse response

A Note on the Mixingale Limit Theorem by McLeish (1977)

A Note on the Mixingale Limit Theorem by McLeish (1977)
Digital文書・図像類
IKEDA, Shin S.GRIPS Policy Research Center2013-07-01GRIPS Discussion PapersDP13-11
Other Libraries in Japan
  • Subject HeadingMixingale Heteroskedasticity Mixing and Stable Convergence...

A Modified Confidence Set for the Structural Break Date in Linear Regression Models

A Modified Confidence Set for the Structural Break Date in Linear Regression Models
Digital文書・図像類
山本, 庸平Graduate School of Economics, Hitotsubashi University2014-05-07
Available onlineOther Libraries in Japan
  • Subject Heading...al asymptotics heteroskedasticity and autocorrelation consisten...

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
Digital文書・図像類
Liu, Qingfeng小樽商科大学ビジネス創造センター2010-10Discussion paper series127p.1-9
Other Libraries in Japan

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
Digital文書・図像類
Liu, Qingfeng小樽商科大学ビジネス創造センター2011-04-20Discussion paper series139p.1-20
Other Libraries in Japan

Realized Volatility Risk

Realized Volatility Risk
Digital文書・図像類
Allen, David E., McAleer, Michael, Scharth, MarcelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper753
Available onlineOther Libraries in Japan
  • Subject Heading...ng conditional heteroskedasticity

Nonstationary Nonlinear Heteroskedasticity : An Alternative to ARCH

Nonstationary Nonlinear Heteroskedasticity : An Alternative to ARCH
Paper文書・図像類
Park, Joon Y.日本経済国際共同センター2000-07Discussion paper series. CIRJE-FCF-86
Other Libraries in Japan
  • Subject Headingconditional heteroskedasticity ARCH nonstationarity non-line...

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