Prediction of random variables by excursion metric projections
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Cites work
- Characterization theorems for pseudo cross-variograms
- Convergence and efficiency of subgradient methods for quasiconvex minimization
- Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
- Covariance models for multivariate random fields resulting from pseudo cross-variograms
- Extrapolation of Stationary Random Fields
- Extrapolation of stationary random fields via level sets
- Filtering With Heavy Tails
- Heavy-tailed longitudinal regression models for censored data: a robust parametric approach
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3982146 (Why is no real title available?)
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- scientific article; zbMATH DE number 1569102 (Why is no real title available?)
- Linear prediction of ARMA processes with infinite variance
- Making and evaluating point forecasts
- Prediction and nonparametric estimation for time series with heavy tails
- Prediction of random variables by excursion metric projections
- Principles of copula theory
- Rates of convergence for empirical processes of stationary mixing sequences
- Semiparametric efficiency bound in time-series models for conditional quantiles
- Separation metrics for real-valued random variables
- The Gini methodology. A primer on a statistical methodology.
- The methods of distances in the theory of probability and statistics.
- Weakly convergent nonparametric forecasting of stationary time series
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