Conditional minimum volume predictive regions for stochastic processes

Journal of the American Statistical Association

Volumn 95, Issue 450, 2000, Pages 509-519

  Polonik, Wolfgang ^a   Yao, Qiwei ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Conditional distribution; Level set; Minimum volume predictor; Nadaraya Watson estimator; Nonlinear time series; Predictor; Strong mixing

Indexed keywords

EID: 1542742383     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2000.10474228     Document Type: Article

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