NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS

DOI10.1111/j.1467-9892.1987.tb00435.xzbMath0615.62115OpenAlexW2113405802MaRDI QIDQ4723096

No author found.

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00435.x

zbMATH Keywords

time series analysishydrologynonlinear predictionpattern- recognitionnearest-neighbour methodstationary ergodic Markov time seriesStone-optimal rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05)

Related Items (25)

Nonparametric estimation of density, regression and dependence coefficients ⋮ k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA ⋮ Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation ⋮ Local linear spatial regression ⋮ Prediction in invertible linear processes ⋮ \(M\)-type regression splines involving time series ⋮ Efficient prediction for linear and nonlinear autoregressive models ⋮ On histograms for linear processes ⋮ Testing nonlinear forecastability in time series: Theory and evidence from the EMS ⋮ Kernel spatial density estimation in infinite dimension space ⋮ Frequency polygons for continuous random fields ⋮ Different approaches to forecast interval time series: a comparison in finance ⋮ Nonparametric regression estimation under mixing conditions ⋮ Nonparametric density and regression estimation for Markov sequences without mixing assumptions ⋮ Kernel density estimation for random fields: TheL₁Theory ⋮ Kernel density estimation for spatial processes: The \(L_{1}\) theory ⋮ Kernel regression estimation for continuous spatial processes ⋮ Prediction in moving average processes ⋮ Nonparametric estimation of conditional expectation ⋮ Spatial kernel regression estimation: weak consistency ⋮ Local linear regression for estimating time series data. ⋮ GDP nowcasting with ragged-edge data: a semi-parametric modeling ⋮ Recursive kernel density estimators under a weak dependence condition ⋮ Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence ⋮ Wavelet-Based estimation of multivariate regression functions in besov spaces^*

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal rates of convergence for nonparametric estimators
• On the almost everywhere convergence of nonparametric regression function estimates
• Consistent nonparametric regression. Discussion
• Multivariate k-nearest neighbor density estimates
• [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
• ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates
• The uniform convergence of nearest neighbor regression function estimators and their application in optimization
• Asymptotic Properties of Markoff Transition Probabilities

This page was built for publication: NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS