首页    期刊浏览 2024年10月05日 星期六
登录注册

文章基本信息

  • 标题:ESTIMATING THE FORM OF PROBABILITY DENSITY FUNCTION OF CHANGE-POINTS ON THE TIMESERIES OF CURRENCY QUOTES
  • 本地全文:下载
  • 作者:O. P. Lutsenko, O. H. Baybuz
  • 期刊名称:Actual Problems of Automation and Information Technology
  • 印刷版ISSN:2312-119X
  • 电子版ISSN:2313-5301
  • 出版年度:2013
  • 期号:1863
  • 页码:10
  • 出版社:Oles Honchar Dnipropetrovsk National University
  • 摘要:The distribution formed by change-points of financial quotes time series has been reviewed. Possibilities of its estimation using parametric and non-parametric approach have been analyzed.
国家哲学社会科学文献中心版权所有