NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS

DOI10.1111/j.1467-9892.1987.tb00435.xzbMath0615.62115OpenAlexW2113405802MaRDI QIDQ4723096

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Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00435.x

zbMATH Keywords

time series analysishydrologynonlinear predictionpattern- recognitionnearest-neighbour methodstationary ergodic Markov time seriesStone-optimal rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) General nonlinear regression (62J02) Markov processes: estimation; hidden Markov models (62M05)

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