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On Steinhaus' resolution of the St. Petersburg paradox
Steinhaus' resolution the St. Petersburg paradox
2009/9/23
We elaborate on an interesting idea of Hugo Steinhaus
from 1949 concerning the St. Petersburg paradox.
Multi-Scale and Hidden Resolution Time Series Models
Autoregressive models Bayesian inference Combination of multiresolution information Jerey rule of conditioning
2009/9/21
We introduce a class of multi-scale models for time series. The novel framework couples standard linear models at dierent levels of resolution via stochastic links across scales. Jerey rule of conditi...