Mean squared error properties of the kernel-based multi-stage median predictor for time series

Statistics and Probability Letters

Volumn 56, Issue 1, 2002, Pages 51-56

  De Gooijer, Jan G ^a   Gannoun, Ali ^b   Zerom, Dawit ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIV MONTPELLIER   (France)

Author keywords

mixing; Conditional median; Kernel; Markovian; Mean squared error; Multi stage predictor; Single stage predictor; Time series

Indexed keywords

EID: 0036158419     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00169-9     Document Type: Article

References (14)

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