Forecasting for stationary times series

Gusztav Morvai () and Benjamin Weiss ()

Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem

Abstract: The forecasting problem for a stationary and ergodic binary time series {Xn} is to estimate the probability that Xn+1 = 1 based on the observations Xi, 0

Pages: 11 pages
Date: 2002-10
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://ratio.huji.ac.il/sites/default/files/publications/dp300.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found (http://ratio.huji.ac.il/sites/default/files/publications/dp300.pdf [302 Moved Temporarily]--> https://ratio.huji.ac.il/sites/default/files/publications/dp300.pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:huj:dispap:dp300

Access Statistics for this paper

More papers in Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem Contact information at EDIRC.
Bibliographic data for series maintained by Michael Simkin ().