Weakly convergent nonparametric forecasting of stationary time series

DOI10.1109/18.556107zbMath0871.62082arXiv0805.3082OpenAlexW2133648300MaRDI QIDQ4340317

Sidney Yakowitz, Gusztáv Morvai, Paul H. Algoet

Publication date: 6 October 1997

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.3082

zbMATH Keywords

predictionclassificationconsistencytime seriesforecastingregressioninfinite pastconditional distribution estimates

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Statistical aspects of information-theoretic topics (62B10)

Related Items (18)

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