Short-memory and the PPP hypothesis (Q956508): Difference between revisions

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Latest revision as of 21:07, 28 June 2024

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Short-memory and the PPP hypothesis
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    Short-memory and the PPP hypothesis (English)
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    25 November 2008
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    PPP-puzzle
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    half-life
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    SMD
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    SMM
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    \(\varphi\)-mixing
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    persistence measures
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    cross-validation
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    nonparametric time series analysis
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    Markov models
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