Nonparametric inference for ergodic, stationary time series

DOI10.1214/aos/1033066215zbMath0855.62076arXiv0711.0367OpenAlexW2964251103MaRDI QIDQ1922412

László Györfi, Sidney Yakowitz, Gusztáv Morvai

Publication date: 9 February 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0367

zbMATH Keywords

pattern recognitionconditional probabilitynonparametric regressionregressionstrongly consistent estimatoron-line forecastingstationary, ergodic time seriesuniversal prediction schemes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (21)

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