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Estimation of Smoothing Constant of Minimum Variance Searching Optimal Parameters of Weight

Authors :
Higuchi, Yuki
Takeyasu, Kazuhiro
Nagata, Keiko
Source :
Journal of Economics, Business and Law. 13:51-68
Publication Year :
2010
Publisher :
School of Economics, Osaka Prefecture University, 2010.

Abstract

Article<br />Journal of Economics, Business and Law. 2010, 13, p.51-68

Details

Language :
English
ISSN :
1344770X
Volume :
13
Database :
OpenAIRE
Journal :
Journal of Economics, Business and Law
Accession number :
edsair.jairo.........c62adb08b5faa6a682df479a5aca7dc8