Extending oscars-ii to generally constrained global optimization.
Optim. Lett., January, 2025
Oscars-ii: an algorithm for bound constrained global optimization.
J. Glob. Optim., 2021
Stochastic filter methods for generally constrained global optimization.
J. Glob. Optim., 2016
HHCART: An oblique decision tree.
Comput. Stat. Data Anal., 2016
One side cut accelerated random search.
Optim. Lett., 2014
Not all estimators are born equal: The empirical properties of some estimators of long memory.
Math. Comput. Simul., 2013
CARTopt: a random search method for nonsmooth unconstrained optimization.
Comput. Optim. Appl., 2013
A cover partitioning method for bound constrained global optimization.
Optim. Methods Softw., 2012
GARCH dependence in extreme value models with Bayesian inference.
Math. Comput. Simul., 2011
Long memory or shifting means in geophysical time series?
Math. Comput. Simul., 2011
A flexible extreme value mixture model.
Comput. Stat. Data Anal., 2011
Constructing structural VAR models with conditional independence graphs.
Math. Comput. Simul., 2009
Detecting multiple mean breaks at unknown points in official time series.
Math. Comput. Simul., 2008