Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates
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Publication:394773
DOI10.1016/j.jspi.2013.06.002zbMath1279.62198OpenAlexW2171264977MaRDI QIDQ394773
Harro Walk, Michael Kohler, Tina Felber, Daniel C. Jones
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.06.002
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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