An optimization technique based on a vector autoregression model with state space representation: application to Ukrainian cargo transport data-Reference-Cited by-同舟云学术

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An optimization technique based on a vector autoregression model with state space representation: application to Ukrainian cargo transport data

Published:2013-09-20 Issue:1 Volume:63 Page:93-108
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Pervukhina Elena,Emmenegger Jean-Francois,Golikova Victoria,Osipov Kostiantyn

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331934.2013.836648

Reference22 articles.

1. Introduction to Multiple Time Series Analysis

2. A Mutual Information Based Distance for Multivariate Gaussian Processes

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