Inferring the conditional mean

zbMath1164.62382arXiv0710.3757MaRDI QIDQ5430642

Gusztáv Morvai, Benjamin Weiss

Publication date: 16 December 2007

Full work available at URL: https://arxiv.org/abs/0710.3757

zbMATH Keywords

stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Optimal stopping in statistics (62L15)

Related Items (6)

Estimating the conditional expectations for continuous time stationary processes ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item ⋮ Unnamed Item

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