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1
The Kalman Filter in Finance
Springer Netherlands
Curt Wells (auth.)
beta
models
random
equation
coefficients
tests
variance
estimated
estimates
estimate
risk
market
period
coefficient
parameters
residuals
estimation
cusumsq
matrix
regression
stocks
filter
zero
kalman
parameter
stability
error
sample
stock
presented
values
varying
journal
statistic
rate
function
residual
vector
likelihood
evidence
observation
structural
observations
asset
periods
arch
recursive
squares
estimating
financial
年:
1996
语言:
english
文件:
PDF, 4.59 MB
您的标签:
0
/
0
english, 1996
2
Asymtotically exact confidence intervals of CUSUM and CUSUMSQ tests: A Numerical Derivation Using Simulation Technique
Hisashi Tanizaki
αw
cusum
confidence
cusumsq
intervals
interval
αs
tests
significance
conventional
structural
simulated
random
simulation
statistic
increases
standard
convergence
figure
figures
parameter
recursive
regression
sample
asymptotically
durbin
errors
obtained
period
technique
ωt
approximated
compute
denote
disturbance
draws
implies
sets
testing
accordingly
conventionally
denotes
models
residuals
zero
analysis
economic
function
johnston
krämer
年:
1995
语言:
english
文件:
PDF, 151 KB
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0
/
0
english, 1995
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