Nonparametric prediction in time series analysis: some empirical results

zbMATH Open1380.62236MaRDI QIDQ4593694FDOQ4593694

Authors: Marcella Niglio, Cira Perna 

Publication date: 22 November 2017

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zbMATH Keywords

subsamplingtime series analysisnonparametric predictionkernel predictorestimated risk of prediction

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (4)

• Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates
• Nonparametric Forecasting in Time Series - A Comparative Study
• Nonparametric Multistep-Ahead Prediction in Time Series Analysis
• Compression-Based Methods for Nonparametric Prediction and Estimation of Some Characteristics of Time Series

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