stochastic lag
1Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …
2List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …
3Dynamic financial analysis — Key Uses Business mix Reinsurance Asset Allocation Profitability Solvency Sensitivity Dependency Elements …
4Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …
5Unit root — In time series models in econometrics, a linear stochastic process has a unit root if 1 is a root of the process s characteristic equation. The process will be non stationary. If the other roots of the characteristic equation lie inside the unit… …
6Economic model — A diagram of the IS/LM model In economics, a model is a theoretical construct that represents economic processes by a set of variables and a set of logical and/or quantitative relationships between them. The economic model is a simplified… …
7John Muth — John Fraser Muth (1930 ndash; October 23 2005 in Key West, Florida) was an American economist. He is known as the father of the rational expectations revolution in economics , primarily due to his article Rational Expectations and the Theory of… …
8Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… …
9Cross-correlation — In signal processing, cross correlation is a measure of similarity of two waveforms as a function of a time lag applied to one of them. This is also known as a sliding dot product or sliding inner product. It is commonly used for searching a long …
10Control theory — For control theory in psychology and sociology, see control theory (sociology) and Perceptual Control Theory. The concept of the feedback loop to control the dynamic behavior of the system: this is negative feedback, because the sensed value is… …
