dc.date.accessioned | 2013-11-21T11:56:10Z | |
dc.date.available | 2013-11-21T11:56:10Z | |
dc.date.issued | 2009 | en_US |
dc.date.submitted | 2009-10-27 | en_US |
dc.identifier.uri | http://hdl.handle.net/10852/10456 | |
dc.description.abstract | This study provides three results of note. First, analysis of information can be abstracted from monetary values in special cases to variability of returns in general cases. Second, with an appropriately chosen model one can separate and calculate independently the influences on a stochastic process of having either more timely information, or better quality information, or both. Third, one can bring methods of statistical inference to stochastic analysis. The paper develops a theory of applying variance ratio tests to problems of inference, and by so doing, enables one to determine the separate influences of timely and superior information on results. Numerous examples illustrate the theory. | eng |
dc.language.iso | eng | en_US |
dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
dc.rights | © The Author(s) (2009). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
dc.title | TIGHT PACKING A HYPERSPHERE WITH OTHERS OF LIKE KIND | en_US |
dc.type | Research report | en_US |
dc.date.updated | 2013-11-15 | en_US |
dc.rights.holder | Copyright 2009 The Author(s) | |
dc.creator.author | Kettler, Paul C. | en_US |
dc.subject.nsi | VDP::410 | en_US |
dc.identifier.urn | URN:NBN:no-23358 | en_US |
dc.type.document | Forskningsrapport | en_US |
dc.identifier.duo | 96094 | en_US |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10456/1/pm02-09.pdf | |