• DocumentCode
    2741611
  • Title

    Trend model of deposits in financial income of Poisson type

  • Author

    Idrisov, F.F. ; Terpugov, A.F.

  • Author_Institution
    Tomsk State Pedagogical Univ., Russia
  • Volume
    3
  • fYear
    2004
  • fDate
    26 June-3 July 2004
  • Firstpage
    231
  • Abstract
    This paper proposes the simplified algorithm for the separation of time series trend when measurements are made at random points of time that constitute a Poisson flow of events with constant intensity.
  • Keywords
    financial management; least squares approximations; random processes; stochastic processes; time series; Poisson flow; Poisson type; deposits trend model; events flow; financial income; least square; random process; time series; Economics; Equations; Fluid flow measurement; Insurance; Least squares approximation; Least squares methods; Parameter estimation; Process design; Time measurement; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Science and Technology, 2004. KORUS 2004. Proceedings. The 8th Russian-Korean International Symposium on
  • Print_ISBN
    0-7803-8383-4
  • Type

    conf

  • DOI
    10.1109/KORUS.2004.1555732
  • Filename
    1555732