Nonparametric sequential prediction of stationary time series

zbMATH Open1238.62110MaRDI QIDQ2888934

László Györfi, György Ottucsàk

Publication date: 4 June 2012

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781848168145/9781848168145_0005.html

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical methods (62L99)

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