Prediction of 0-1-events for short- and long-memory time series

Kurzanzeige
dc.contributor.authorBeran, Jan
dc.date.accessioned2011-03-22T17:45:45Zdeu
dc.date.available2011-03-22T17:45:45Zdeu
dc.date.issued2002deu
dc.description.abstractThe problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.eng
dc.description.versionpublished
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dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/756
dc.language.isoengdeu
dc.legacy.dateIssued2002deu
dc.relation.ispartofseriesCoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie
dc.rightsterms-of-usedeu
dc.rights.urihttps://rightsstatements.org/page/InC/1.0/deu
dc.subject0-1-eventsdeu
dc.subjectlong-range dependencedeu
dc.subjectshort-range dependencedeu
dc.subjectantipersistencedeu
dc.subjectkernel smoothingdeu
dc.subjectbandwidthdeu
dc.subjectpredictiondeu
dc.subject.ddc330deu
dc.titlePrediction of 0-1-events for short- and long-memory time serieseng
dc.typeWORKINGPAPERdeu
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@techreport{Beran2002Predi-756,
  year={2002},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={Prediction of 0-1-events for short- and long-memory time series},
  number={2002/11},
  author={Beran, Jan}
}
kops.citation.iso690BERAN, Jan, 2002. Prediction of 0-1-events for short- and long-memory time seriesdeu
kops.citation.iso690BERAN, Jan, 2002. Prediction of 0-1-events for short- and long-memory time serieseng
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