Prediction of 0-1-events for short- and long-memory time series
Year of publication: |
2002-03
|
---|---|
Authors: | Beran, Jan |
Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
Subject: | 0-1-events | long-range dependence | short-range dependence | antipersistence | kernel smoothing | bandwidth | prediction |
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