Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834): Difference between revisions

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scientific article

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English	Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences.	scientific article

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scholarly article

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Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (English)

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Sidney Yakowitz

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László Györfi

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Gusztáv Morvai

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John Cronan Kieffer

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Journal of Multivariate Analysis

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publication date

9 February 2000

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full work available at URL

https://arxiv.org/abs/0712.2592

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zbMATH Keywords

time-series regression

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nonparametric estimation

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forecasting

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universal prediction

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MaRDI profile type

MaRDI publication profile

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Correction to: Universal prediction schemes

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The strong law of large numbers for sequential decisions under uncertainty

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ARCH modeling in finance. A review of the theory and empirical evidence

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Nearest neighbor pattern classification

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The sample autocorrelations of heavy-tailed processes with applications to ARCH

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On the almost everywhere convergence of nonparametric regression function estimates

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An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate

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Distribution-free consistency results in nonparametric discrimination and regression function estimation

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Distribution-free pointwise consistency of kernel regression estimate

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Nonparametric curve estimation from time series

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Limits to consistent on-line forecasting for ergodic time series

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Estimation of a convex real parameter of an unknown information source

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Rates of convergence of nearest neighbor estimation under arbitrary sampling

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Distribution-free consistency of a nonparametric kernel regression estimate and classification

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Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

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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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Weakly convergent nonparametric forecasting of stationary time series

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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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Heavy tail modeling and teletraffic data. (With discussions and rejoinder)

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Nonparametric estimation in Markov processes

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Prediction of random sequences and universal coding

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Universal redundancy rates do not exist

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Consistent window estimation in nonparametric regression

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Optimal rates of convergence for nonparametric estimators

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Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements

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Nearest neighbor regression estimation for null-recurrent Markov time series

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Compression of individual sequences via variable-rate coding

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1006/JMVA.1999.1825

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Sitelinks

Mathematics(1 entry)

mardi Publication:1808834

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