Sakarya, Neslihan; De Jong, Robert M. The spectral analysis of the hodrick-prescott filter. (English) Zbl 07569203 J. Time Ser. Anal. 43, No. 3, 479-489 (2022). MSC: 62Mxx 42A16 60G35 62M20 62P20 PDFBibTeX XMLCite \textit{N. Sakarya} and \textit{R. M. De Jong}, J. Time Ser. Anal. 43, No. 3, 479--489 (2022; Zbl 07569203) Full Text: DOI
Lempa, Jukka Some results on optimal stopping under phase-type distributed implementation delay. (English) Zbl 1453.60092 Math. Methods Oper. Res. 91, No. 3, 559-583 (2020). Reviewer: Ctirad Matonoha (Praha) MSC: 60G40 60J25 60J35 PDFBibTeX XMLCite \textit{J. Lempa}, Math. Methods Oper. Res. 91, No. 3, 559--583 (2020; Zbl 1453.60092) Full Text: DOI
Bi, Wenjie; Tian, Liuqing; Liu, Haiying; Chen, Xiaohong A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice. (English) Zbl 1422.91644 Discrete Dyn. Nat. Soc. 2014, Article ID 840725, 11 p. (2014). MSC: 91G10 60H30 90C39 PDFBibTeX XMLCite \textit{W. Bi} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 840725, 11 p. (2014; Zbl 1422.91644) Full Text: DOI
Chen, Bin; Hong, Yongmiao Testing for the Markov property in time series. (English) Zbl 1234.62119 Econom. Theory 28, No. 1, 130-178 (2012). MSC: 62M10 62M07 60J99 62G09 62E20 65C05 62P05 91G70 PDFBibTeX XMLCite \textit{B. Chen} and \textit{Y. Hong}, Econom. Theory 28, No. 1, 130--178 (2012; Zbl 1234.62119) Full Text: DOI
Chen, Bin; Hong, Yongmiao Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression. (English) Zbl 1294.62093 Econom. Theory 26, No. 4, 1115-1179 (2010). MSC: 62G10 62G08 60E10 60J25 62P20 PDFBibTeX XMLCite \textit{B. Chen} and \textit{Y. Hong}, Econom. Theory 26, No. 4, 1115--1179 (2010; Zbl 1294.62093) Full Text: DOI
Elliott, Robert J.; Chen, Zhiping; Duan, Qihong Insurance claims modulated by a hidden Brownian marked point process. (English) Zbl 1231.91182 Insur. Math. Econ. 45, No. 2, 163-172 (2009). MSC: 91B30 60H30 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., Insur. Math. Econ. 45, No. 2, 163--172 (2009; Zbl 1231.91182) Full Text: DOI Link
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F. Solving DSGE models with perturbation methods and a change of variables. (English) Zbl 1162.91480 J. Econ. Dyn. Control 30, No. 12, 2509-2531 (2006). MSC: 91B62 60G15 91B70 PDFBibTeX XMLCite \textit{J. Fernández-Villaverde} and \textit{J. F. Rubio-Ramírez}, J. Econ. Dyn. Control 30, No. 12, 2509--2531 (2006; Zbl 1162.91480) Full Text: DOI
Akaev, A. A. Analysis of business cycles using a mathematical model of Markov stochastic processes. (English. Russian original) Zbl 1149.60055 Dokl. Math. 74, No. 1, 562-565 (2006); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 409, No. 6, 727-731 (2006). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J80 91B70 60K30 PDFBibTeX XMLCite \textit{A. A. Akaev}, Dokl. Math. 74, No. 1, 562--565 (2006; Zbl 1149.60055); translation from Dokl. Akad. Nauk., Ross. Akad. Nauk. 409, No. 6, 727--731 (2006) Full Text: DOI
Reiss, Markus Adaptive estimation for affine stochastic delay differential equations. (English) Zbl 1059.62089 Bernoulli 11, No. 1, 67-102 (2005). MSC: 62M05 62G07 60H10 62M09 46N30 PDFBibTeX XMLCite \textit{M. Reiss}, Bernoulli 11, No. 1, 67--102 (2005; Zbl 1059.62089) Full Text: DOI
Kalai, Ehud; Lehrer, Ehud; Smorodinsky, Rann Calibrated forecasting and merging. (English) Zbl 0954.62109 Games Econ. Behav. 29, No. 1-2, 151-169 (1999). MSC: 62M20 60G25 PDFBibTeX XMLCite \textit{E. Kalai} et al., Games Econ. Behav. 29, No. 1--2, 151--169 (1999; Zbl 0954.62109) Full Text: DOI Link
McGrattan, Ellen R. Solving the stochastic growth model with a finite element method. (English) Zbl 0875.90139 J. Econ. Dyn. Control 20, No. 1-3, 19-42 (1995). MSC: 91B62 93E03 65L60 60H10 PDFBibTeX XMLCite \textit{E. R. McGrattan}, J. Econ. Dyn. Control 20, No. 1--3, 19--42 (1995; Zbl 0875.90139) Full Text: DOI DOI