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

DOI10.1080/02331934.2013.836648zbMath1291.37102OpenAlexW2321856929MaRDI QIDQ5413874

Victoria Golikova, Elena L'Vovna Pervukhina, Kostiantyn Osipov, Jean-François Emmenegger

Publication date: 2 May 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.836648

zbMATH Keywords

optimizationadaptive filteringKullback-Leibler informationvector autoregressioncargo transport

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Time series analysis of dynamical systems (37M10) Measures of information, entropy (94A17) Dynamical systems in optimization and economics (37N40)

Uses Software

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• partsm

Cites Work

• Forecasting Economic Time Series
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Unnamed Item

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