Weakly Universally Consistent Forecasting of Stationary and Ergodic Time Series

DOI10.1109/TIT.2011.2169648zbMath1365.62356OpenAlexW2128350598MaRDI QIDQ5272142

Michael Kohler, Harro Walk, Daniel C. Jones

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2011.2169648

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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