Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates
DOI10.1016/J.JSPI.2013.06.002zbMATH Open1279.62198OpenAlexW2171264977MaRDI QIDQ394773FDOQ394773
Authors: Harro Walk, Tina Felber, Michael Kohler, Daniel Jones 
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.06.002
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
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Cited In (6)
- Estimating the conditional expectations for continuous time stationary processes
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- Consistency, integrability and asymptotic normality for some intermittent estimators
- Intermittent estimation of stationary time series
- On universal algorithms for classifying and predicting stationary processes
- Countable alphabet stationary processes with at least one memory word and intermittent estimation with universal rates
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