Dynamic adaptive partitioning for nonlinear time series

Biometrika

Volumn 86, Issue 3, 1999, Pages 555-571

  Bühlmann, Peter ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Conditional heteroscedasticity; Context algorithm; Markov chain; Multivariate time series; Phi mixing; Prediction; Quantisation; Stationary process; Tree model

Indexed keywords

EID: 0007111988     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.555     Document Type: Article

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