On the non-parametric prediction of conditionally stationary sequences (Q2573252)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the non-parametric prediction of conditionally stationary sequences |
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On the non-parametric prediction of conditionally stationary sequences (English)
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7 November 2005
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nonparametric prediction
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conditional distribution function
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conditional expectation
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time series
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data analysis
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Gaussian ARMA(1,1) process
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