Bounds for the expected value of the stochastic Divisia's price index

DOI10.1080/03610926.2016.1148737zbMath1458.62234OpenAlexW2503946357MaRDI QIDQ5349236

Jacek Białek

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1148737

zbMATH Keywords

geometric Brownian motionprice index theoryprice indicesDivisia's approach

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65) Statistical methods; economic indices and measures (91B82) Continuous-time Markov processes on discrete state spaces (60J27)

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