A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (Q513556)
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scientific article; zbMATH DE number 6692518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping |
scientific article; zbMATH DE number 6692518 |
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A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (English)
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7 March 2017
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time series bootstrapping
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mixed integer linear programming
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Markov chains
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transition probability matrix compression
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continuous-valued stochastic processes
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