𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Generalised Geometric Random Variables

✍ Scribed by John J. Kinney; James L. Kepner


Book ID
111016581
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
237 KB
Volume
17
Category
Article
ISSN
0141-982X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Geometric versus arithmetic random walk
✍ E. Guerre; F. Jouneau πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 838 KB

The asymptotic behavior of the empirical means and variances for the geometric and arithmetic random walks are studied, when the underlying random walk is trended. Thus the effect of misspecifications can be described, and two tests are proposed. The first test uses a classical approach in model sel