Non‐parametric vs parametric forecasting in time series: A computational point of view

DOI10.1002/ASM.3150090303MaRDI QIDQ4299524zbMATH OpenOpenAlexFDO

Authors M. Carbon, Michel Delecroix

Publication date 8 September 1994

Published in Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asm.3150090303

zbMATH Keywords

kernel methodnon-parametric forecastingnon-parametric regression estimation

Mathematics Subject Classification ID

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

Cited in

(5)

• Vector-on-function quantile regression for stationary ergodic processes
• Functional methods for time series prediction: a nonparametric approach
• On a partly linear autoregressive model with moving average errors
• Nonparametric forecasting: a comparison of three kernel-based methods
• Nonparametric estimation of a regression function and its derivatives under an ergodic hypothesis

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