Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators

Cogent Physics Pub Date : 2012-02-20 DOI:10.1080/23311940.2017.1303931

S. Lapinova, A. Saichev

引用次数: 6

Abstract

Abstract Comparative statistical properties of Parkinson, Garman-Klass, Roger-Satchell and bridge oscillation estimators are discussed. Point and interval estimations, related with mentioned estimators are considered.

查看原文本刊更多论文

Garman-Klass, Parkinson, Roger-Satchell和桥梁估计的比较统计

讨论了Parkinson、Garman-Klass、Roger-Satchell和桥振估计器的统计性质比较。考虑了与上述估计量相关的点估计和区间估计。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Cogent Physics PHYSICS, MULTIDISCIPLINARY-

自引率

0.00%

发文量