Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis.
T. J. HarrisWei YuPublished in: Stat. Comput. (2012)
Keyphrases
- sensitivity analysis
- stochastic simulation
- ordinary differential equations
- managerial insights
- simple examples
- bayesian analysis
- variational inequalities
- belief networks
- differential equations
- influence diagrams
- dynamic systems
- linear systems
- artificial neural networks
- probability distribution
- partial differential equations
- mathematical models