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Some Experimental Results on the Statistical Properties of Least Squares Estimates in Control Problems
Statistical Properties Control Problems
2015/8/5
The statistical properties of the certainty equivalence control rule and of the least squares
estimates generated by this rule are examined experimentally in a linear model with two
unknown paramete...
Statistical Properties of Fluctuations: A Method to Check Market Behavior
Statistical Properties Fluctuations Check Market Behavior
2010/11/1
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transient, non-statistical ...
The Statistical Properties of Exponential ACD Models
Exponential ACD models generalized F distribution unconditional moments
2010/9/7
This paper examines some of the statistical properties of exponential ACD models. To allow for nonmonotonic hazard functions we use either the generalized Gamma or the generalized F distributions. Con...