Nonparametric prediction for random fields

DOI10.1016/0304-4149(93)90111-GMaRDI QIDQ1313133zbMATH OpenFDO

Authors Frits Ruymgaart, Madan L. Puri

Publication date 16 October 1994

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(93)90111-G

zbMATH Keywords

ARMA fieldsasymptotic decomposabilitydependenceestimating conditional expectationsfinite order Volterra expansionlinear fieldsnonparametric predictionspeed of uniform a.s. convergencevector valued random fields

Mathematics Subject Classification ID

Random fields (60G60) Density estimation (62G07)

Review text

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.

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Cites work

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Cited in

(6)

• Nonparametric spatial prediction
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• Blind Construction of Optimal Nonlinear Recursive Predictors for Discrete Sequences

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