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

Optimization

Volumn 63, Issue 1, 2014, Pages 93-108

  Pervukhina, Elena ^a   Emmenegger, Jean Francois ^b   Golikova, Victoria ^a   Osipov, Kostiantyn ^a  

^a SEVASTOPOL STATE UNIVERSITY   (Russian Federation)

^b UNIVERSITY OF FRIBOURG   (Switzerland)

Author keywords

adaptive filtering; cargo transport; Kullback Leibler information; optimization; vector autoregression

Indexed keywords

EID: 84892485275     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331934.2013.836648     Document Type: Article

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