Nonparametric prediction for random fields (Q1313133)

Nonparametric prediction for vector valued random fields on \(\mathbb{Z}^ k\) is considered. The prediction problem is formulated as the problem of estimating certain conditional expectations and the speed of uniform a.s. convergence is obtained. The dependence is modeled by asymptotic decomposability. This includes linear (which generalizes ARMA) fields and random fields with a finite order Volterra expansion. Examples of random fields are considered.