The least squares estimate of unknown parameters in recurrent procedures describing financial flows in a bank

zbMATH Open1097.62111MaRDI QIDQ5487536FDOQ5487536

Authors:

Publication date: 19 September 2006

Recommendations

• scientific article; zbMATH DE number 3932243
• Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow
• Recursive estimation of the parameters of a nonstationary Poisson flow
• scientific article; zbMATH DE number 2069491
• Usage of supplementary information in the recurrent parameter estimation of systems with discrete time by the least squares method under non-classical assumptions

zbMATH Keywords

least squares estimaterecurrent procedurefinancial flow

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Title not available (Why is that?)

This page was built for publication: The least squares estimate of unknown parameters in recurrent procedures describing financial flows in a bank

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5487536)