Dynamic adaptive partitioning for nonlinear time series

DOI10.1093/BIOMET/86.3.555MaRDI QIDQ4935358zbMATH OpenOpenAlexFDO

Authors Peter Bühlmann

Publication date 29 October 2000

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11850/422552

zbMATH Keywords

conditional heteroscedasticitycontext algorithmMarkov chainsmultivariate time seriesphi-mixingpredictionquantizationstationary processtree model

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Nonparametric inference (62G99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Analysis of persistent nonstationary time series and applications

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