Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes

Author:

Arenas Zochil González,Jimenez Juan Carlos,Lozada-Chang Li-Vang,Santana Roberto

Funder

Carlos Chagas Filho Foundation for Research Support of Rio de Janeiro State

Basque Government

Gobierno de España Ministerio de Ciencia e Innovación

Coordination of Higher Education Personnel Improvement

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference58 articles.

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3. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances;Bollerslev;Econom. Rev.,1992

4. Matching inductive search bias and problem structure in continuous estimation of distribution algorithms;Bosman;European J. Oper. Res.,2008

5. Expanding from discrete to continuous estimation of distribution algorithms: The IDEA;Bosman,2000

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