Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data (Q4503195): Difference between revisions

Latest revision as of 13:46, 30 May 2024

scientific article; zbMATH DE number 1502210

Language	Label	Description	Also known as
English	Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data	scientific article; zbMATH DE number 1502210

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instance of

scholarly article

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title

Multiple input transfer function noise modelling in the time domain, Empirical evidence on Scandinavian stock data (English)

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published in

Kybernetes

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publication date

21 November 2000

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author

Ralf Oestermark

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describes a project that uses

IMSL Numerical Libraries

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1108/03684920010795312

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cites work

Funds, Factors, and Diversification in Arbitrage Pricing Models

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Ridge regression:some simulations

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A simulation study of ridge and other regression estimators

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On a measure of lack of fit in time series models

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Identifiers

zbMATH Open document ID

1032.91629

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DOI

10.1108/03684920010795312

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4503195

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+Ridge regression:some simulations
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+Normal rank
@@ Property / cites work @@
+A simulation study of ridge and other regression estimators
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+On a measure of lack of fit in time series models
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