An example of a misclassification problem applied to Australian equity data

DOI10.1016/J.CSDA.2006.12.007MaRDI QIDQ1019997zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• 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

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Uses Software

• longmemo

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