On the non-parametric prediction of conditionally stationary sequences (Q2573252)

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scientific article; zbMATH DE number 2225641
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    On the non-parametric prediction of conditionally stationary sequences
    scientific article; zbMATH DE number 2225641

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      On the non-parametric prediction of conditionally stationary sequences (English)
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      7 November 2005
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      nonparametric prediction
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      conditional distribution function
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      conditional expectation
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      time series
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      data analysis
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      Gaussian ARMA(1,1) process
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