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} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/756"> <dc:creator>Beran, Jan</dc:creator> <dcterms:title>Prediction of 0-1-events for short- and long-memory time series</dcterms:title> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dc:format>application/pdf</dc:format> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/756"/> <dcterms:abstract xml:lang="eng">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.</dcterms:abstract> <dcterms:issued>2002</dcterms:issued> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:45Z</dcterms:available> <dc:language>eng</dc:language> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:45Z</dc:date> <dc:rights>deposit-license</dc:rights> <dc:contributor>Beran, Jan</dc:contributor> </rdf:Description> </rdf:RDF>

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