On the non-parametric prediction of conditionally stationary sequences (Q2573252)
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scientific article; zbMATH DE number 2225641
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| English | 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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0.9565866
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0.9414964
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0.9337074
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0.9102457
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0.9042294
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