Matstat Econometrics Matan - page 5
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))) And if a random process has no deterministic component - how is it predicted?
Give an example of a Nondeterministic series that is nevertheless predictable?
Yes.
Yes.
How many of you are there....
How many of you are there....
I know what you mean. I just wanted an example. Well, is it possible to isolate patterns in forex that are suitable for trading?
I know what you mean. I just wanted an example. Well is it possible to isolate patterns suitable for trading in forex?
of course
It's hard to figure out the principle of maximum likelihood) Can you help?
I'll try) Let me start by saying that the likelihood is the density of the sampling distribution. It is a function of the sample and the parameters. We substitute in it the values of the sample obtained in the experiment, and then it becomes a function of the parameters. We find parameter values that make this function reach maximum and declare these values as required values (estimates of parameter values).
Basically it's simple, but you need an understanding of what sampling is - one word is used for two different concepts. You also need to know what the distribution density of a sample is and what it is when the sample is a vector of independent equally distributed values.
I would like to point out that the theorist does not study the concept of "randomness") There is the concept of "probability" and the word "random" is used just to create terms - "random event", "random variable", etc.There is even a mathematical joke on this topic that there is nothing random about random variables)
The word "stochastic" sometimes replaces "probabilistic" and sometimes "random". "Stochasticity" is often used as a contrast to the concept of "chaotic", which means determinism arranged in a very complex way.
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Zaslavsky G.M., Sagdeev R.Z. Introduction to nonlinear physics: from pendulum to turbulence and chaos.
))) And if a random process has no deterministic component - how is it predicted?
Give an example of a non-deterministic series that is nevertheless predictable?
Dynamics in the stochastic layer
http://www.mi-ras.ru/media/445_doc.pdf
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