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| 01610nam 2200325za 4500 |
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| 001 | 9.838247 |
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| 003 | CaOODSP |
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| 005 | 20221107151332 |
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| 007 | cr ||||||||||| |
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| 008 | 170614s1989 onc |o f|0| 0 eng d |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aCS11-614/89-11E-PDF |
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| 100 | 1 |aDagum, Estela Bee. |
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| 245 | 12|aA general stochastic model for trading-day variations |h[electronic resource] / |cby Estela Bee Dagum and Benoit Quenneville. |
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| 260 | |aOttawa : |bStatistics Canada, |c1989. |
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| 300 | |a15, [2] p. : |bfigures. |
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| 490 | 1 |aWorking paper ; |v89-11 |
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| 500 | |aDigitized edition from print [produced by Statistics Canada]. |
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| 500 | |a"Working Paper No. TSRA-89-011." |
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| 500 | |a"July, 1989." |
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| 504 | |aIncludes bibliographic references. |
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| 520 | 3 |a"The purpose of this paper is to introduce a general stochastic model that allows for gradual changes of the daily activity coefficients used to calculate trading-day variations. The model is presented in a state-space form and estimated using the Kalman filter and fixed interval smoother. Examples of the stochastic and deterministic models are given for real data"--Abstract. |
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| 692 | 07|2gccst|aMethodology |
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| 692 | 07|2gccst|aStatistical analysis |
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| 700 | 1 |aQuenneville, Benoit,|d1959- |
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| 710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
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| 830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v89-11|w(CaOODSP)9.834763 |
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| 856 | 40|qPDF|s2.41 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-89-11-eng.pdf |
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