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ITHEA Classification Structure > G. Mathematics of Computing  > G.1 NUMERICAL ANALYSIS  > G.1.2 Approximation 
ЛИНЕЙНОЕ ОЦЕНИВАНИЕ ПАРАМЕТРОВ МОДЕЛЕЙ ФИН
By: Зайченко Ю.П., Мурга Н.А. (3880 reads)
Rating: (1.00/10)

Аннотация: предлагается метод линейного оценивания параметров моделей финансовых временных рядов противоположный по своей структуре МНК. Проводится сравнительный анализ МНК и предлагаемого метода.

Ключевые слова: линейное оценивание, оптимизация, финансовые временные ряды. Ключевые слова классификации

ACM: G. Mathematics of Computing - G.1 NUMERICAL ANALYSIS - G.1.2 Approximation - Linear approximation.

Link:

ЛИНЕЙНОЕ ОЦЕНИВАНИЕ ПАРАМЕТРОВ МОДЕЛЕЙ ФИНАНСОВЫХ ВРЕМЕННЫХ РЯДОВ

Зайченко Ю.П., Мурга Н.А.

http://foibg.com/ibs_isc/ibs-22/ibs-22-p11.pdf

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G.1.2 Approximation
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