Nonstationary means in a multinormal process
Year of publication: |
1973
|
---|---|
Authors: | Winkler, Robert L. ; Barry, Christopher B. |
Publisher: |
Laxenburg : IIASA |
Subject: | Statistiktheorie | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
-
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David, (1998)
-
Dynamic feature space modelling, filtering and self-tuning control of stochastic systems
Otter, Pieter Wieger, (1984)
-
Rozanov, Jurij A., (1967)
- More ...
-
Nonstationarity and Portfolio Choice
Barry, Christopher B., (1976)
-
Nonstationary and portfolio choice
Barry, Christopher B., (1976)
-
A Bayesian approach to portfolio selection and revision
Winkler, Robert L., (1973)
- More ...