MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES

DOI10.1081/STA-100108445zbMath1009.62581MaRDI QIDQ4540568

Jan G. De Gooijer, Ali Gannoun, Dawit Zerom

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

A Multivariate Quantile Predictor

Cites Work

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• Non-parametric estimation of the conditional mode
• Nonparametric Density Estimation, Prediction, and Regression for Markov Sequences
• Nonparametric forecasting: a comparison of three kernel-based methods
• A Review of Nonparametric Time Series Analysis
• Methods for Estimating a Conditional Distribution Function

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