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

02-11.pdfGröße: 249.73 KBDownloads: 388

Datum

2002

Open Access-Veröffentlichung

Open Access Green

Sammlungen

Mathematik und Statistik

Publikationstyp

Working Paper/Technical Report

Publikationsstatus

Published

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)

330 Wirtschaft

Schlagwörter

0-1-events, long-range dependence, short-range dependence, antipersistence, kernel smoothing, bandwidth, prediction

Zitieren

ISO 690

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

BibTex

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

RDF

<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/756">
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:45Z</dcterms:available>
    <dcterms:issued>2002</dcterms:issued>
    <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/756/1/02-11.pdf"/>
    <dcterms:title>Prediction of 0-1-events for short- and long-memory time series</dcterms:title>
    <dc:contributor>Beran, Jan</dc:contributor>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dc:language>eng</dc:language>
    <dc:rights>terms-of-use</dc:rights>
    <dc:creator>Beran, Jan</dc:creator>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <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>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/756"/>
    <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/756/1/02-11.pdf"/>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:format>application/pdf</dc:format>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:45:45Z</dc:date>
  </rdf:Description>
</rdf:RDF>

Universitätsbibliographie

Nein