Experiment: Setting the lenght of the regressor

0334116 - ÚTIA 2010 CZ eng V - Research Report
Křivánek, O. - Zeman, Jan
Experiment: Setting the lenght of the regressor.
[Výběr délky regresoru.]
Praha: ÚTIA AV ČR, v.v.i, 2009. 40 s. Research Report, 2269.
R&D Projects: GA MŠMT 2C06001; GA ČR(CZ) GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayesian learning * Dynamic decision making * Futures contracts * Bellman function
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/AS/zeman-experiment setting the lenght of the regressor.pdf

Permanent Link: http://hdl.handle.net/11104/0178935