Conditional Minimum Volume Predictive Regions for Stochastic Processes
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Publication:4541297
DOI10.2307/2669395zbMath0995.62097OpenAlexW3142154586MaRDI QIDQ4541297
Publication date: 30 July 2002
Full work available at URL: http://eprints.lse.ac.uk/6311/1/Conditional_minimum_volume_predictive_regions_for_stochastic_processes%28LSERO%29.pdf
Nadaraya-Watson estimatorlevel setstrong mixingnonlinear time seriesconditional distributionminimum volume predictor
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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