Pages that link to "Item:Q1922412"
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The following pages link to Nonparametric inference for ergodic, stationary time series (Q1922412):
Displaying 16 items.
- On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
- Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates (Q394773) (← links)
- Nonparametric sequential prediction for stationary processes (Q533751) (← links)
- On universal estimates for binary renewal processes (Q957527) (← links)
- A confidence-set approach to signal denoising (Q1731269) (← links)
- Limits to classification and regression estimation from ergodic processes (Q1807170) (← links)
- Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences. (Q1808834) (← links)
- Strong universal pointwise consistency of some regression function estimates (Q1808841) (← links)
- Design adaptive nearest neighbor regression estimation (Q1840778) (← links)
- Nearest neighbor classification with dependent training sequences. (Q1848912) (← links)
- On universal algorithms for classifying and predicting stationary processes (Q2039763) (← links)
- Intermittent estimation of stationary time series (Q2387490) (← links)
- Consistent estimation of a general nonparametric regression function in time series (Q2628866) (← links)
- Long‐term prediction intervals with many covariates (Q5095826) (← links)
- Estimating the conditional expectations for continuous time stationary processes (Q5122258) (← links)
- Universal regression with adversarial responses (Q6136596) (← links)