Prediction of multivariate chaotic time series with local polynomial fitting
نویسندگان
چکیده
منابع مشابه
Multivariate Regression Estimation : Local Polynomial Fitting for Time Series
We consider the estimation of the multivariate regression function m (x 1 , . . . ,xd) = E [ψ (Yd) | X 1 = x 1 , . . . ,Xd = xd], and its partial derivatives, for stationary random processes {Yi ,Xi} using local higher-order polynomial fitting. Particular cases of ψ yield estimation of the conditional mean, conditional moments and conditional distributions. Joint asymptotic normality is establi...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2010
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2009.10.019