Sub-sequence incidence analysis within series of Bernoulli trials : application in characterisation of time series dynamics
Year of publication: |
2019
|
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Authors: | Jackson, Richard H. G. |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 17, p. 1730-1745
|
Subject: | Bernoulli trials | nonparametric test | time series dynamics | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1351847X.2019.1583117 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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