Conditional Minimum Volume Predictive Regions for Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Conditional Predictive Regions for Stochastic Processes
Studies on pointwise prediction of nonlinear time series have revealed some distinguishing features of nonlinear prediction. Being signiicantly diierent from linear prediction, the prediction accuracy for nonlinear time series depends on the current position in the state space. Furthermore, small perturbation in current position can lead to considerable errors in nonlinear prediction (see Yao a...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2000
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2000.10474228