Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences

Journal of Multivariate Analysis

Volumn 71, Issue 1, 1999, Pages 24-41

  Yakowitz, Sidney ^a   Györfi, Làszló ^b   Kieffer, John ^c   Morvai, Gusztáv ^b  

^a UNIVERSITY OF ARIZONA   (United States)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Forecasting; Nonparametric estimation; Time series regression; Universal prediction

Indexed keywords

EID: 0002645342     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1825     Document Type: Article

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