Nonparametric conditional predictive regions for time series (Q1575208)

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Nonparametric conditional predictive regions for time series
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    Nonparametric conditional predictive regions for time series (English)
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    21 August 2000
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    conditional mean
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    conditional median
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    conditional mode
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    cross-validation
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    kernel methods
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    Markovian processes
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    maximum conditional density region (MCDR)
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    nonparametric prediction
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    shortest conditional modal interval (SCMI)
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