scientific article; zbMATH DE number 1340124

MaRDI QIDQ4265713zbMATH OpenFDO

Authors N. Laïb

Publication date 5 February 2002

zbMATH Keywords

predictionstationarityregressionautoregressionmartingale differencesergodic processespartitioning estimate

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Strong limit theorems (60F15)

Recommendations

• scientific article; zbMATH DE number 599149
• scientific article; zbMATH DE number 1046397
• A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function
• scientific article; zbMATH DE number 958379

Cited in

(1)

• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors

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 Q4265713)