Limits to classification and regression estimation from ergodic processes (Q1807170): Difference between revisions

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+On density estimation from ergodic processes
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+Universal schemes for prediction, gambling and portfolio selection
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+Correction to: Universal prediction schemes
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+Q5662630
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+Q4839936
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+Normal rank
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+Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis
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+Distribution-free consistency results in nonparametric discrimination and regression function estimation
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+Q4881152
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+Normal rank
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+Strong consistent density estimate from ergodic sample
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+Nonparametric curve estimation from time series
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+Kernel density estimation from ergodic sample is not universally consistent
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+Limits to consistent on-line forecasting for ergodic time series
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+NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
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+On the strong uniform consistency of density estimation for strongly dependent sequences
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Weakly convergent nonparametric forecasting of stationary time series
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+Nonparametric inference for ergodic, stationary time series
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+Regression Estimation from an Individual Stable Sequence
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+Density estimation from an individual numerical sequence
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+Guessing the next output of a stationary process
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+Q3634329
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+Normal rank
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+Nonparametric estimation in Markov processes
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+Normal rank
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+Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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+Prediction of random sequences and universal coding
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+Consistent window estimation in nonparametric regression
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+Consistent nonparametric regression. Discussion
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+Nearest neighbor regression estimation for null-recurrent Markov time series
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+Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.
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