Article ID Journal Published Year Pages File Type
416171 Computational Statistics & Data Analysis 2007 4 Pages PDF
Abstract

This paper examines a misclassification problem that can arise when modelling data which contains low frequency components. We illustrate this problem by fitting GAR(1) and AR(1) models to volume and transaction frequency data from the Australian Stock Exchange.

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Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Preview
An example of a misclassification problem applied to Australian equity data
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