DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS |
scientific article; zbMATH DE number 63502
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS |
scientific article; zbMATH DE number 63502 |
Statements
DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (English)
0 references
27 September 1992
0 references
\(B\)-splines
0 references
Markov chain
0 references
autoregressive process
0 references
cross-validation
0 references
model selection
0 references
martingale-like structure
0 references
stationary Markov process
0 references
one-step prediction
0 references
splines
0 references
prediction error
0 references
asymptotic optimality
0 references
0 references
0.8067709803581238
0 references
0.7897334694862366
0 references
0.7764207124710083
0 references
0.7761294841766357
0 references
0.7752261161804199
0 references
