Weakly convergent nonparametric forecasting of stationary time series
نویسندگان
چکیده
منابع مشابه
Weakly Convergent Nonparametric Forecasting of Stationary Time Series
The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but they all demand prohibitive amounts of input data. In this paper we consider real-valued time series and construct conditional distribution estimates that make...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1997
ISSN: 0018-9448
DOI: 10.1109/18.556107