DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS |
scientific article |
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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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