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

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BERAN, Jan, 2002. Prediction of 0-1-events for short- and long-memory time series

@techreport{Beran2002Predi-756, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Prediction of 0-1-events for short- and long-memory time series}, year={2002}, number={2002/11}, author={Beran, Jan} }

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02-11.pdf 44

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