ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES

DOI10.1142/S021949370700213XzbMath1255.62228arXiv0803.4332MaRDI QIDQ3502912

Gusztáv Morvai, Benjamin Weiss

Publication date: 20 May 2008

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.4332

zbMATH Keywords

stationary processesnonparametric estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Sequential estimation (62L12)

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