A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
type: Item
instance of: scholarly article
title: A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping
zbMATH Open document ID: 1406.91302
author: Roy Cerqueti
author: Paolo Falbo
author: Cristian Pelizzari
author: Federica Ricca
author: Andrea Scozzari
published in: Annals of Operations Research
publication date: 2017-03-07T00:00:00Z
full work available at URL: MILP for LSBU.pdf
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 60J28
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6692518
zbMATH Keywords: time series bootstrapping
zbMATH Keywords: mixed integer linear programming
zbMATH Keywords: Markov chains
zbMATH Keywords: transition probability matrix compression
zbMATH Keywords: continuous-valued stochastic processes
describes a project that uses: bootstrap
MaRDI profile type: Publication
OpenAlex ID: W2338459588
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DOI: 10.1007/S10479-016-2181-9
description: scientific article; zbMATH DE number 6692518