Trend estimation of financial time series (Q3103150): Difference between revisions
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Revision as of 21:54, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend estimation of financial time series |
scientific article |
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Trend estimation of financial time series (English)
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26 November 2011
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ARIMA models
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comparability
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generalized least squares
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Kalman filter
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penalized least squares
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smoothing constant
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time domain analysis
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