Cover Image

Combining domain knowledge and statistical models in time series analysis

This paper describes a new approach to time series modeling that combines subject-matter knowledge of the system dynamics with statistical techniques in time series analysis and regression. Applications to American option pricing and the Canadian lynx data are given to illustrate this approach.
Year of publication:
2007-02
Authors: Lai, Tze Leung ; Wong, Samuel Po-Shing
Institutions: arXiv.org
freely available
Full text |
Check Google Scholar
In German libraries (KVK)
I need help
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Published in IMS Lecture Notes Monograph Series 2006, Vol. 52, 193-209
Source:
Persistent link: https://www.econbiz.de/10005083932
Similar items by person