Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net

DOI10.1007/s10559-011-9306-6zbMath1298.62157OpenAlexW2044800913MaRDI QIDQ464878

N. D. Pankratova, O. G. Zrazhevsky

Publication date: 30 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-011-9306-6

zbMATH Keywords

uniform convergencetime seriesVapnik-Chervonenkis dimensionestimation of functional dependences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• TSA

Cites Work

• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• A result of Vapnik with applications
• A rational compromise in the system problem of disclosure of conceptual uncertainty
• Discrete Mathematics of Neural Networks
• Applied Regression Analysis
• Convergence of stochastic processes
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