Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires

DOI10.1007/BF00534955zbMath0506.60036MaRDI QIDQ4743507

Denis Bosq

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

robustness propertystatistical prediction error

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Related Items (8)

Nonparametric prediction of a Hilbert space valued random variable ⋮ Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates ⋮ On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators ⋮ Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations ⋮ Asymptotic estimation of a non-linear infinite filter. application to the estimation of volterra series ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau] ⋮ Kernel regression estimation in a Banach space ⋮ Nonparametric regression: An up–to–date bibliography

Cites Work

• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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