Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85195
Authors: 
Beran, Jan
Year of Publication: 
2002
Series/Report no.: 
CoFE Discussion Paper 02/11
Abstract: 
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.
Subjects: 
0-1-events
long-range dependence
short-range dependence
antipersistence
kernel smoothing
bandwidth
prediction
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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