Short-memory and the PPP hypothesis (Q956508)
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scientific article; zbMATH DE number 5373148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-memory and the PPP hypothesis |
scientific article; zbMATH DE number 5373148 |
Statements
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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