An example of a misclassification problem applied to Australian equity data

DOI10.1016/J.CSDA.2006.12.007zbMATH Open1161.62399OpenAlexW2095427093MaRDI QIDQ1019997FDOQ1019997

Authors: William K. Bertram, Shelton Peiris 

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.007

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zbMATH Keywords

modellingfinanceindexautoregressionfrequencymisclassificationspectrumequity data

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• A simple nonlinear time series model with misleading linear properties
• An introduction to generalized moving average models and applications
• Improving the quality of forecasting using generalized AR models: an application to statistical quality control

Uses Software

• longmemo

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