Prediction of 0–1-Events for Short- and Long-memory Time Series

Beran, Jan

Prediction of 0–1-Events for Short- and Long-memory Time Series

Dateien

Zu diesem Dokument gibt es keine Dateien.

Datum

2002

Publikationstyp

Beitrag zu einem Sammelband

Publikationsstatus

Published

Erschienen in

DODGE, Yadolah, ed.. Statistical Data Analysis Based on the L1-Norm and Related Methods. Basel: Birkhäuser Basel, 2002, pp. 139-147. ISBN 978-3-0348-9472-2. Available under: doi: 10.1007/978-3-0348-8201-9_11

Zusammenfassung

The 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.

Fachgebiet (DDC)

310 Statistik

Zitieren

ISO 690

BERAN, Jan, 2002. Prediction of 0–1-Events for Short- and Long-memory Time Series. In: DODGE, Yadolah, ed.. Statistical Data Analysis Based on the L1-Norm and Related Methods. Basel: Birkhäuser Basel, 2002, pp. 139-147. ISBN 978-3-0348-9472-2. Available under: doi: 10.1007/978-3-0348-8201-9_11

BibTex

@incollection{Beran2002Predi-27590,
  year={2002},
  doi={10.1007/978-3-0348-8201-9_11},
  title={Prediction of 0–1-Events for Short- and Long-memory Time Series},
  isbn={978-3-0348-9472-2},
  publisher={Birkhäuser Basel},
  address={Basel},
  booktitle={Statistical Data Analysis Based on the L1-Norm and Related Methods},
  pages={139--147},
  editor={Dodge, Yadolah},
  author={Beran, Jan}
}

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