scientific article; zbMATH DE number 646833

zbMath0799.62099MaRDI QIDQ4307753

Howell Tong, Qiwei Yao

Publication date: 4 October 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

chaosdivergenceconsistent estimatornonparametric regressionnonlinear time seriesLyapunov exponentstochastic dynamical systemconditional variancestochastic chaotic systemsabsolutely regularnoise amplificationnonlinear prediction\(m\)-step-ahead predictionlocally linear regression methodLyapunov-like indicesmean- squared error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07)

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