Kriging Scenario For Capital Markets

An introduction to numerical statistics.Comment: 5 pages, 3 figures, attachments: source code and input file

KRIGING SCENARIO FOR CAPITAL MARKETS

Abstract. Following the Gauss-Markov theorem the generalized lest-squares estimator is the best linear unbiased estimator but following the kriging theory its use is limited. This paper shows the kriging constraint on the classic generalized least-squares estimator. 1

KRIGING SCENARIO FOR CAPITAL MARKETS

Let time series of the length n = 115 shown in Fig. 1 (NASDAQ, 115 daily clos

KRIGING SCENARIO FOR CAPITAL MARKETS

Abstract. Following the Gauss-Markov theorem the generalized lest-squares estimator is the best linear unbiased estimator but following the kriging theory its use is limited. This paper shows the kriging constraints on the classic generalized least-squares estimator. 1

KRIGING SCENARIO FOR CAPITAL MARKETS

Abstract. An introduction to numerical statistics. 1