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

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

We propose a kernel-based multi-stage conditional median predictor for [alpha]-mixing time series of Markovian structure. Mean squared error properties of single-stage and multi-stage conditional medians are derived and discussed.

D. Zerom Godefay | Ali Gannoun | G GooijerdeJ.

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