What is the half-life of an EWMA estimator with a decay factor of 0.96 and 32 data
Question:
What is the half-life of an EWMA estimator with a decay factor of 0.96 and 32 data points? What is the length of a rectangular window with the most similar half-life?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
The halflife of the EWMA estimator ...View the full answer
Answered By
Utsab mitra
I have the expertise to deliver these subjects to college and higher-level students. The services would involve only solving assignments, homework help, and others.
I have experience in delivering these subjects for the last 6 years on a freelancing basis in different companies around the globe. I am CMA certified and CGMA UK. I have professional experience of 18 years in the industry involved in the manufacturing company and IT implementation experience of over 12 years.
I have delivered this help to students effortlessly, which is essential to give the students a good grade in their studies.
3.50+
2+ Reviews
10+ Question Solved
Related Book For
Quantitative Financial Risk Management
ISBN: 9781119522201,9781119522263
1st Edition
Authors: Michael B. Miller
Question Posted:
Students also viewed these Business questions
-
Assume we have an EWMA estimator with a decay factor of 0.96 and 50 data points. What percentage of the weight is captured with this estimator, compared to an estimator with the same decay factor and...
-
You are estimating the expected value of the annual return of a stock-market index using an EWMA estimator with a decay factor of 0.98. The current estimate of the mean is 10%. Over the next three...
-
In Exercises find the given higher-order derivative. 2 "(x) = 2 / f(x) X
-
Inland Paving, Inc., uses the allowance method to account for uncollectible accounts. On December 31, 2016, Allowance for Uncollectible Accounts has a $725 credit balance. Journalize the year-end...
-
Find the slope of the line tangent to y = 100e -0.1x when x = 0.
-
A 175-lb woman stands on a vinyl floor wearing stiletto highheel shoes. If the heel has the dimensions shown, determine the average normal stress she exerts on the floor and compare it with the...
-
Hubble versus Arecibo the Hubble Space Telescope bas an aperture of 2.4 m and focuses visible light (400-700 nm). The Arecibo radio telescope in Puerto Rico is 305 m (1000 ft) in diameter (it is...
-
Coronado, Inc., manufactures clamps used in the overhead bin latches of several leading airplane models. Brian Lee, president of Coronado, Inc., has gathered the following cost information from the...
-
The Heartland Distribution Company is a food warehouse and distributor that has a contract with a grocery store chain in several Midwest and Southeast cities. The company wants to construct new...
-
Assume that the mean of a data-generating process is known and equal to zero. Your initial estimate of the standard deviation is 10%, after which you observe the following returns (t = 6 is the most...
-
What is the half-life for an estimator with a decay factor of 0.95 and 200 data points? What is the half-life for the same decay factor with 1,000 data points?
-
For the plane strain case, starting with the equilibrium equations (7.6.3), develop Navier equations (7.6.4) 1,2 . Also verify the compatibility relation (7.6.6) 1 . Equation 7.6 .3 Equation 7.6 .4...
-
What is the focus of todays tort reformers?
-
Is todays American society an unduly litigious society?
-
True Or False The collateral-source rule has been abolished in some states because allowing the admission of evidence of supplemental benefits helps ensure that liability is divided among tortfeasors...
-
True Or False In State Farm v. Campbell, the Court found the punitive-damage award grossly excessive because the ratio between the compensatory damages and punitive damage was unreasonable.
-
True Or False Courts are generally willing to uphold legislation imposing limits both on economic damages and non-economic damages.
-
Lipscomb, Inc., has 200,000 shares of cumulative preferred stock outstanding. The preferred stock pays dividends in the amount of $2 per share but because of cash flow problems, the company did not...
-
Assume that your audit team has established the following parameters for the examination of ELM's sales transactions: LO G-3 Risk of incorrect acceptance...
-
Legends Corporation owns and operates two manufacturing facilities, one in State A and the other in State B. Due to a temporary decline in sales, Legend has rented 25% of its State A facility to an...
-
Beckett Corporation realized $800,000 of taxable income from the sales of its products in States A and B. Beckett's activities establish nexus for income tax purposes in both states. Beckett's sales,...
-
Isle Corporation's entire operations are located in State A. Of Isle's $600,000 sales, 60% are made in State A and 40% are made in State B. Isle's solicitation of sales in State B is limited to...
-
Sunland Company reported the following information in its general ledger at December 31. All sales were on account. At the end of the year, uncollectible accounts were estimated to be 11% of accounts...
-
What journal entry should be made to record a $50 price reduction given to a dissatisfied customer who previously purchased merchandise on account? The customer kept the merchandise. (1/2 point)
-
In 2023, Sophie had employment income of $95,000 from a large Canadian public company that has annual gross revenue of $600 million. She is granted access to a stock option plan in November 2022...
Study smarter with the SolutionInn App