Prediction in moving average processes
From MaRDI portal
Recommendations
- Prediction in invertible linear processes
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
- Root n consistent and optimal density estimators for moving average processes
- On the non-parametric prediction of conditionally stationary sequences
- On nonparametric prediction of linear processes
Cites work
- scientific article; zbMATH DE number 4128239 (Why is no real title available?)
- scientific article; zbMATH DE number 814503 (Why is no real title available?)
- scientific article; zbMATH DE number 1416392 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Asymptotic normality for L₁ norm kernel estimator of conditional median under -mixing dependence
- Asymptotic normality of the recursive kernel regression estimate under dependence conditions
- Asymptotic properties for l 1 norm kernel estimator of conditional median under dependence
- Conditional Minimum Volume Predictive Regions for Stochastic Processes
- Efficient prediction for linear and nonlinear autoregressive models
- Estimation of the distribution function of noise in stationary processes
- Fitting an error distribution in some heteroscedastic time series models
- NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates
- Nonparametric function estimation for time series by local average estimators
- Nonparametric function estimation involving time series
- Nonparametric prediction by conditional median and quantiles
- On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and \omega ^2 Tests
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators
- Plug-in estimators for higher-order transition densities in autoregression
- Propri�t�s de convergence presque compl�te du pr�dicteur � noyau
- Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality
- Root n consistent and optimal density estimators for moving average processes
- Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
- Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
- Set-indexed conditional empirical and quantile processes based on dependent data
- Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
- Weighted empirical processes in dynamic nonlinear models.
Cited in
(5)- Some developments in semiparametric statistics
- On the predictability of long-range dependent series
- Prediction in invertible linear processes
- Prediction and fundamental moving averages for discrete multidimensional harmonizable processes
- scientific article; zbMATH DE number 2199139 (Why is no real title available?)
This page was built for publication: Prediction in moving average processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2475751)
