Nonparametric sequential prediction of stationary time series
From MaRDI portal
Publication:2888934
zbMATH Open1238.62110MaRDI QIDQ2888934FDOQ2888934
Authors: László Györfi, György Ottucsàk
Publication date: 4 June 2012
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781848168145/9781848168145_0005.html
Recommendations
- Sequential Prediction of Unbounded Stationary Time Series
- A simple randomized algorithm for sequential prediction of ergodic time series
- Nonparametric sequential prediction for stationary processes
- Nonparametric time series prediction through adaptive model selection
- Nonparametric sequential prediction of time series
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Sequential statistical methods (62L99)
Cited In (24)
- Nonparametric sequential prediction for stationary processes
- Prediction variance and information worth of observations in time series
- Title not available (Why is that?)
- Competing with Stationary Prediction Strategies
- Nonparametric time series prediction through adaptive model selection
- ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
- Title not available (Why is that?)
- Prediction of locally stationary data using expert advice
- Title not available (Why is that?)
- Stationary Processes and Prediction Theory. (AM-44)
- Predicting non-stationary processes
- An open problem on strongly consistent learning of the best prediction for Gaussian processes
- Gaussian process for nonstationary time series prediction
- PHASE SPACE RECONSTRUCTION AND NONLINEAR PREDICTIONS FOR STATIONARY AND NONSTATIONARY MARKOVIAN PROCESSES
- Efficiency of some algorithms for prediction in finite stationary time series
- Forward estimation for ergodic time series
- On the non-parametric prediction of conditionally stationary sequences
- On universal algorithms for classifying and predicting stationary processes
- Quantile prediction for time series in the fraction-of-time probability framework.
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
- Title not available (Why is that?)
- Sequential Prediction of Unbounded Stationary Time Series
- Nonparametric sequential prediction of time series
- A simple randomized algorithm for sequential prediction of ergodic time series
This page was built for publication: Nonparametric sequential prediction of stationary time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2888934)