Parameter estimation for binomial AR(1) models with applications in finance and industry
Year of publication: |
2013
|
---|---|
Authors: | Weiß, Christian ; Kim, Hee-Young |
Published in: |
Statistical Papers. - Springer. - Vol. 54.2013, 3, p. 563-590
|
Publisher: |
Springer |
Subject: | Binomial AR(1) model | Parameter estimation | Process capability indices | Stock data | Thinning operations | 2-Block jackknife |
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