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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1992.tb00102.x / rank
 
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Latest revision as of 12:00, 16 May 2024

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DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
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    DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (English)
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    27 September 1992
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    \(B\)-splines
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    Markov chain
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    autoregressive process
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    cross-validation
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    model selection
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    martingale-like structure
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    stationary Markov process
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    one-step prediction
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    splines
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    prediction error
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    asymptotic optimality
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