Nonparametric prediction for stochastic processes

MaRDI QIDQ3409468zbMATH OpenFDO

Authors I. V. Rymar, V. A. Simakhin, V. A. Shaptsev

Publication date 17 November 2006

zbMATH Keywords

density estimatenonparametric estimatenormal distributionregression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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