An example of a misclassification problem applied to Australian equity data

DOI10.1016/j.csda.2006.12.007zbMath1161.62399OpenAlexW2095427093MaRDI QIDQ1019997

William K. Bertram, M. 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

frequencymodellingspectrumindexfinanceautoregressionmisclassificationequity data

Mathematics Subject Classification ID

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

Uses Software

• longmemo

Cites Work

• A simple nonlinear time series model with misleading linear properties
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