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Opened 16 years ago

Last modified 16 years ago

#642 closed enhancement

Fixing full blocks — at Version 3

Reported by: Víctor de Buen Remiro Owned by: Víctor de Buen Remiro
Priority: high Milestone: BSR reestimation
Component: Math Version: 2.0.1
Severity: critical Keywords: BSR, reestimation, forecast, inference, partial simulation
Cc:

Description (last modified by Víctor de Buen Remiro)

Fixing full blocks is the fast way and easy to implement way for partial simulation that could be used in faster reestimation and forecasting methods

Change History (3)

comment:1 Changed 16 years ago by Víctor de Buen Remiro

Status: new → assigned

comment:2 Changed 16 years ago by Víctor de Buen Remiro

Priority: highest → high
Version: → 2.0.1

comment:3 Changed 16 years ago by Víctor de Buen Remiro

Description: modified (diff)
Milestone: → BSR reestimation
Summary: Partial BSR simulation and reestimation → Fixing full blocks
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