Prediction in invertible linear processes (Q2643044): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Wolfgang Wefelmeyer / rank
Normal rank
 
Property / author
 
Property / author: Wolfgang Wefelmeyer / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.03.018 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2012184901 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4207481 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient prediction for linear and nonlinear autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation of the Transition Distribution Function of a Markov Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of the recursive kernel regression estimate under dependence conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction in moving average processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Plug-in estimators for higher-order transition densities in autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Kernel density estimation for linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric function estimation involving time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:00, 26 June 2024

scientific article
Language Label Description Also known as
English
Prediction in invertible linear processes
scientific article

    Statements

    Prediction in invertible linear processes (English)
    0 references
    0 references
    0 references
    23 August 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    von Mises statistic
    0 references
    kernel smoothed empirical process
    0 references
    residual-based kernel density estimator
    0 references
    stochastic expansion
    0 references
    infinite-order moving average process
    0 references
    infinite-order autoregressive process
    0 references
    0 references