Nonparametric sequential prediction of time series
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Publication:3569202
DOI10.1080/10485250802680730zbMath1189.62152arXiv0801.0327OpenAlexW2949215295MaRDI QIDQ3569202
László Györfi, Gérard Biau, Kevin Bleakley, György Ottucsák
Publication date: 18 June 2010
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.0327
time serieskernel estimationuniversal consistencynearest neighbour estimationsequential predictiongeneralised linear estimates
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