MTV model and its application to prediction of stock prices (English)
- New search for: Kariya, T.
- New search for: Kariya, T.
- New search for: Pukkila, T.
- New search for: Puntanen, S.
In:
Statistics
184
;
161-176
;
1987
-
ISBN:
-
ISSN:
- Conference paper / Print
-
Title:MTV model and its application to prediction of stock prices
-
Contributors:
-
Conference:2nd International conference, Statistics ; 1987 ; Tampere; Finland
-
Published in:Statistics , 184 ; 161-176
-
Publisher:
- New search for: The University
-
Place of publication:Tampere
-
Publication date:1987-01-01
-
Size:16 pages
-
ISBN:
-
ISSN:
-
Type of media:Conference paper
-
Type of material:Print
-
Language:English
-
Keywords:
-
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents conference proceedings
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
How we got the dataTerasvirta, T. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 9
-
Multivariate linear relationsAnderson, T. W. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 37
-
Some aspects of statistical design in quality improvementBox, G. E. P. / Meyer, R. D. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 49
-
Some aspects of statistical design in quality improvement: DiscussionKounias, S. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 52
-
Some aspects of statistical design in quality improvement: RejoinderBox, G. E. P. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 53
-
The statistical theory of linear systemsHannan, E. J. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 70
-
The statistical theory of linear systems: DiscussionConradsen, K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 73
-
Estimation in linear models with mixed effects: a unified theoryRao, C. R. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 94
-
Estimation in linear models with mixed effects: a unified theory: DiscussionKhatri, C. G. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 99
-
Robust regression and unmasking transformationsAtkinson, A. C. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 113
-
Algebraic characterizations and statistical implications of the commutativity of orthogonal projectorsBaksalary, J. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 143
-
Textural features useful in classification of digital imagesConradsen, K. / Nielsen, B. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 161
-
MTV model and its application to prediction of stock pricesKariya, T. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 177
-
Quadratic forms and null robustness for elliptical distributionsKhatri, C. G. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 205
-
Editorial approach in statistical computingMustonen, S. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 225
-
Consistency of invariant tests for the multivariate analysis of variancePerlman, M. D. / Anderson, T. W. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 245
-
Dividing the indivisible: using simple symmetry to partition variance explainedPratt, J. W. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 261
-
Majorization orderings for linear regression designsPukelsheim, F. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 275
-
On the order determination of time series modelsPukkila, T. / Kallinen, A. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 289
-
Complexity and information in contingency tablesRissanen, J. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 303
-
Generalized linear models with survey dataScott, A. J. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 317
-
Robust optimum invariant unbiased tests for variance componentsSinha, B. K. / Das, R. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 343
-
Generalized variance component modelsSpeed, T. P. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 361
-
Partially ordered idempotent matricesStyan, G. P. H. / Hartwig, R. E. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 385
-
Fortran8x as a language for statistical computationAnderson, A. J. B. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 393
-
On regression analysis under the intrinsic inference model for stratified dependent normal random variablesBaldessari, B. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 403
-
Control in the duration model frameworkBraennaes, K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 411
-
The asymptotic variances of the necessary and sufficient conditions for the infinite divisibility of discrete distributions through multivariate analysisDanial, E. J. / Katti, S. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 417
-
Computing the maximum likelihood estimates of the hyper-Poisson parameters interactively through APL computer languageDanial, E. J. / Katti, S. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 429
-
Factor structure in a multivariate ARCH model of exchange rate fluctuationsDiebold, F. X. / Nerlove, M. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 439
-
Simultaneous confidence intervals when the regressor matrix is unbalancedFarebrother, R. W. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 445
-
Some Fourier procedures for time domain analysis of parametric and semi-parametric time series modelsFeuerverger, A. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 457
-
Estimation of a restricted variance ratioGelfand, A. E. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 467
-
Higher order moments of bilinear time series processes with symmetrically distributed errorsDe Gooijer, J. G. / Heuts, R. M. J. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 479
-
On the computation of distributions of serial correlation coefficients through B - splinesIgnatov, Z. G. / Kaishev, V. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 491
-
Elliptically symmetric distributions and their application to classification and regressionJajuga, K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 499
-
Asymptotic distributions of functions of means and covariancesKollo, T. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 511
-
Nonparametric density estimation: L~ approachKonakov, V. D. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 521
-
On subjectivity in statisticsKorhonen, P. / Narula, S. C. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 531
-
Optimal designs in linear models and Hadamard matricesKoukouvinos, C. / Kounias, S. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 541
-
Equalities and inequalities for the canonical correlations associated with some partitioned generalized inverses of a covariance matrixLatour, D. / Puntanen, S. / Styan, G. P. H. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 555
-
Identifying influential data in a growth curves modelLiski, E. P. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 567
-
A randomization alternative to the Bonferroni inequality with multiple F testsManly, B. F. J. / McAlevey, L. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 575
-
Experiments in incomplete split-plot designsMejza, S. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 585
-
Underestimating the largest eigen value of a covariance matrixMerikoski, J. K. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 591
-
Comparison of some influence measures in nonlinear regressionMilitky, J. / Kveton, K. / Cap, J. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 603
-
Algebra of subspaces with applications to problems in statisticsNordstrom, K. / Von Rosen, D. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 615
-
Robust regression for the heavy contaminated sampleOsoskov, G. A. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 627
-
Selection of variables in nonlinear discriminant analysis by information criteriaPynnoenen, S. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 637
-
On the determination of the amplitude of quasi-stationary phenomenaSalem, A. M. / Wahab, S. A. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 647
-
Less sensitive tests by introducing stochastic linear hypothesesSchaffrin, B. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 665
-
On outliers and influence in the general multivariate normal linear modelSchall, R. / Dunne, T. T. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 679
-
Iterative improvements of a partial minimax estimator in regression analysisTrenkler, G. / Stahlecker, P. / Schipp, B. / Hering, F. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987
- 691
-
On classification strategies in medical functional diagnosticsWernecke, K.-D. / Kalb, G. / Stuerzebecker, E. / University of Tampere; Department of Mathematical Sciences; Statistics Group et al. | 1987