Specification of Gaussian return processes in the presence of missing or asynchronous data
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1992.
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | eng |
| Published: |
Massachusetts Institute of Technology
2007
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/37498 |
| _version_ | 1826190143110774784 |
|---|---|
| author | Vyas, Mary Pressley |
| author2 | Peter J. Kempthorne. |
| author_facet | Peter J. Kempthorne. Vyas, Mary Pressley |
| author_sort | Vyas, Mary Pressley |
| collection | MIT |
| description | Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1992. |
| first_indexed | 2024-09-23T08:35:23Z |
| format | Thesis |
| id | mit-1721.1/37498 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T08:35:23Z |
| publishDate | 2007 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/374982019-04-09T18:39:12Z Specification of Gaussian return processes in the presence of missing or asynchronous data Vyas, Mary Pressley Peter J. Kempthorne. Sloan School of Management Sloan School of Management Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1992. Title as it appears in the M.I.T. Graduate List, June 1992: Specification of Gaussian process models for asset returns with asynchronous or missing data. Includes bibliographical references (leaves 88-89). by Mary Pressley Vyas. M.S. 2007-05-16T18:47:36Z 2007-05-16T18:47:36Z 1992 1992 Thesis http://hdl.handle.net/1721.1/37498 27305599 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 89 leaves application/pdf Massachusetts Institute of Technology |
| spellingShingle | Sloan School of Management Vyas, Mary Pressley Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title | Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title_full | Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title_fullStr | Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title_full_unstemmed | Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title_short | Specification of Gaussian return processes in the presence of missing or asynchronous data |
| title_sort | specification of gaussian return processes in the presence of missing or asynchronous data |
| topic | Sloan School of Management |
| url | http://hdl.handle.net/1721.1/37498 |
| work_keys_str_mv | AT vyasmarypressley specificationofgaussianreturnprocessesinthepresenceofmissingorasynchronousdata |