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Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights frequently applied to improve the accuracy of the periodogram for estimating spectral density. In latter it refers to the statistics calculated from the small subsets of the observations after the data has been splitted up into segments.
Hi , Im currently taking the course Financial Econometrics of Master of Finance at RMIT. I find it really difficult to understand the course''s material and now im having the majo
moving and semi average method graphical reprsentation
Homoscedasticity - Reasons for Screening Data Homoscedasticity is the assumption that the variability in scores for a continuous variable is roughly the same at all values of
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The skewness is a measure of asymmetry and as it is positive at 4.29, it is greater than zero which reveals that the tail extends to the right indicating the distribution to be mor
Briefly explain the importance of forecasting for managers?
A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming ce
Bootstrap : The data-based simulation method/technique for the statistical inference which can be used to study the variability of the estimated characteristics of the probability
Interim analyses : An analysis made before the planned end of a clinical trial, typically with the aim of detecting the treatment differences at the early stage and thus preventing
Time series : The values of a variable recorded, generally at a regular interval, over the long period of time. The observed movement and fluctuations of several such series are
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