Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (Q5389554)
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scientific article; zbMATH DE number 6026507
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| English | Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price |
scientific article; zbMATH DE number 6026507 |
Statements
Sequential Estimation and Control of Time-Varying Unit Root Processes with an Application to S&P Stock Price (English)
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21 April 2012
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financial series
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random walks
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recursive estimators
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sequential detection
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turning points
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0.8386135
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0.82121515
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0.81706893
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0.8165237
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0.81629634
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0.8147531
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0.8141842
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0.8130101
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