Nonparametric prediction for random fields (Q1313133)
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scientific article; zbMATH DE number 488401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric prediction for random fields |
scientific article; zbMATH DE number 488401 |
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Nonparametric prediction for random fields (English)
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16 October 1994
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Nonparametric prediction for vector valued random fields on \(\mathbb{Z}^ k\) is considered. The prediction problem is formulated as the problem of estimating certain conditional expectations and the speed of uniform a.s. convergence is obtained. The dependence is modeled by asymptotic decomposability. This includes linear (which generalizes ARMA) fields and random fields with a finite order Volterra expansion. Examples of random fields are considered.
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ARMA fields
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nonparametric prediction
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linear fields
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estimating conditional expectations
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vector valued random fields
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speed of uniform a.s. convergence
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dependence
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asymptotic decomposability
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finite order Volterra expansion
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