scientific article; zbMATH DE number 17216

MaRDI QIDQ3973913zbMATH OpenFDO

Authors Denis Bosq

Publication date 26 June 1992

zbMATH Keywords

density estimationregression estimationregression estimatesseasonal fluctuationsalmost stationary processesnonparametric predictorsBox- Jenkins methodorthogonal series predictorsunbounded mixing processes

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and prediction (62M20)

Recommendations

• scientific article; zbMATH DE number 4090641
• scientific article; zbMATH DE number 4030774
• Nonparametric Forecasting in Time Series - A Comparative Study
• Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
• Nonparametric sequential prediction of stationary time series

Cited in

(11)

• scientific article; zbMATH DE number 4030774 (Why is no real title available?)
• PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
• scientific article; zbMATH DE number 4015985 (Why is no real title available?)
• scientific article; zbMATH DE number 152120 (Why is no real title available?)
• Filtering, prediction and simulation methods for noncausal processes
• Estimation of an autoregressive semiparametric model with exogenous variables
• Nonparametric Forecasting in Time Series - A Comparative Study
• On the non-parametric prediction of conditionally stationary sequences
• scientific article; zbMATH DE number 4090641 (Why is no real title available?)
• Combining nonparametric and optimal linear time series predictions
• Unpredictable nearest neighbor processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973913)