Content deleted Content added
m Making first three examples use LaTeX like the fourth. |
Danielsltt (talk | contribs) Work in progress (second part coming in a moment) |
||
Line 127:
</math>
where the sum is over all monic [[divisor]]s ''d'' of ''m'', or equivalently over all pairs (''a'', ''b'') of monic polynomials whose product is ''m''. The identity <math>D_h D_g = D_{h*g}</math> still holds.
== Multivariate ==
[[Multivariate function]]s can be constructed using multiplicative model estimators. Where a matrix function of {{math|1=''A''}} is defined as <math display="block">D_N = N^2 \times N(N + 1) / 2</math>
A sum can be distributed across the product<math display="block">Y_t = \sum(t/T)^{1/2}u_t = \sum(t/T)^{1/2}G_t^{1/2}\epsilon_t</math>
==See also==
Line 135 ⟶ 140:
==References==
* See chapter 2 of {{Apostol IANT}}
* {{cite journal |title=Efficient estimation of a multivariate multiplicative volatility model |journal=Journal of Econometrics |date=2010 |volume=159 |issue=1 |pages=55-73 |url=https://www.sciencedirect.com/science/article/abs/pii/S0304407610001132}}
==External links==
|