Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates

DOI10.1016/j.jspi.2013.06.002zbMath1279.62198OpenAlexW2171264977MaRDI QIDQ394773

Harro Walk, Michael Kohler, Tina Felber, Daniel C. Jones

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.06.002

zbMATH Keywords

mean squared errorweak consistencydependent datastatic forecasting

Mathematics Subject Classification ID

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

Related Items (3)

Unnamed Item ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item

Cites Work

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