Flexible conditional density estimation for time series

DOI10.1214/24-BJPS601MaRDI QIDQ6593995zbMATH OpenFDO

Authors Gustavo Grivol, Rafael Izbicki, Alex A. Okuno, Rafael B. Stern

Publication date 27 August 2024

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/24-BJPS601

zbMATH Keywords

conditional density estimationmachine learningnonparametric statisticstime series

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

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