Predicting the direction of a time series

MaRDI QIDQ3365733zbMATH OpenFDO

Authors Dimitrios Thomakos

Publication date 23 January 2006

zbMATH Keywords

embedding stepprediction step

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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(4)

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