ARIMA, cointegration, Kalman‐filter, <i>α</i> ‐stable distributions
Анотація
Abstract A group of scientists, from Ukraine, the United Kingdom and Switzerland met at the 3rd International Congress on Industrial and Applied Mathematics (ICIAM95) Hamburg. They decided to pool their applied research efforts and experiences in the domain of mathematics, statistics and economics and to collaborate in empirical research on the subject of the transitional economies of Ukraine and Eastern Europe after 1989. The activity started in autumn 1995 within the framework of a project titled Analysis of Economic and Environmental Time Series (AEETS).At theMinisymposium Cointegrating, Kalman Filtering of Economic Time Series, α‐stable Distributions , of the ICIAM07 in Zurich, the AEETS group has presented a sample of recently treated questions. In this abstract two of these subjects are summarised. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
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