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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.
The division of a sample of observations into several classes, together with the number of observations in each of them. It acts as a useful summary of the main features of the da
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
Cointegration : The vector of not motionless time sequence is said to be cointegrated if the linear combination of the individual series is stationary. Facilitates suitable testing
Prospective study : The studies in which individuals are followed-up over the period of time. A general example of this type of investigation is where the samples of individuals ar
What is the EM?
Multiple correlation coefficient is the correlation among the observed values of dependent variable in the multiple regression, and the values predicted by estimated regression
Geo statistics: The body of methods useful for understanding and modelling spatial variability in a course of interest. Central to these techniques is the idea that measurements t
Suppose that $4 million is available for investment in three projects. The probability distribution of the net present value earned from each project depends on how much is invest
Cause specific death rate : A death rate calculated for the people dying from the specific disease. For instance, the below given are the rates per 1000 people for three disease cl
Bivariate boxplot : A bivariate analogue of boxplot in which the inner area contains 50%of the data, and a 'fence' helps to identify the potential outliers. Robust methods or techn
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