<--- Back to Details
First PageDocument Content
Estimation theory / Estimator / Statistical inference / Unit root / Autoregressive conditional heteroskedasticity / Normal distribution / Statistics / Time series analysis / Econometrics
Date: 2004-11-29 08:12:02
Estimation theory
Estimator
Statistical inference
Unit root
Autoregressive conditional heteroskedasticity
Normal distribution
Statistics
Time series analysis
Econometrics

USING MEAN REVERSION AS A MEASURE OF PERSISTENCE*

Add to Reading List

Source URL: www.ecb.europa.eu

Download Document from Source Website

File Size: 1,98 MB

Share Document on Facebook

Similar Documents

A BOOTSTRAP INTERVAL ESTIMATOR FOR BAYES’ CLASSIFICATION ERROR Chad M. Hawes and Carey E. Priebe Johns Hopkins University Department of Applied Mathematics and Statistics Baltimore, MDABSTRACT

DocID: 1vrMQ - View Document

TST Estimator TST Tooling Software Technology TST Estimator Pro for VISI Users From the TST Development Team! Uses Solids and Surfaces

DocID: 1vofo - View Document

    SOLAR ADVANTAGE VALUE ESTIMATOR (SAVE)  

DocID: 1vkEE - View Document

A Complex Wavelet Based Fundamental Frequency Estimator in Single-Channel Polyphonic Signals

DocID: 1vcqY - View Document

    SOLAR ADVANTAGE VALUE ESTIMATOR (SAVE)  

DocID: 1v2vb - View Document