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Статья
Lapinova S. A., Saichev A. I. Cogent Physics. 2017.

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. The advantages of statistical indicators of the Brownian bridge than the other estimators had been shown. The results allow to conclude that the growth of trend leads to a significant shift of the calculated value for the classical.

Добавлено: 26 января 2017
Статья
Maksimov A. G., Daria V. Shchurupova. Cogent Physics. 2017. Vol. 4. P. 1-8.
Добавлено: 4 мая 2017