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Mean squared error properties of the kernel-based multi-stage median predictor for time series
- Source :
-
Statistics & Probability Letters . Jan2002, Vol. 56 Issue 1, p51. 6p. - Publication Year :
- 2002
-
Abstract
- We propose a kernel-based multi-stage conditional median predictor for <f>α</f>-mixing time series of Markovian structure. Mean squared error properties of single-stage and multi-stage conditional medians are derived and discussed. [Copyright &y& Elsevier]
- Subjects :
- *MARKOV processes
*CONDITIONAL expectations
*TIME series analysis
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 56
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 7750764
- Full Text :
- https://doi.org/10.1016/S0167-7152(01)00169-9