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On the Non-parametric Prediction of Conditionally Stationary Sequences

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  • S. Caires
  • J. Ferreira

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  • S. Caires & J. Ferreira, 2005. "On the Non-parametric Prediction of Conditionally Stationary Sequences," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 151-184, September.
    • Handle: RePEc:spr:sistpr:v:8:y:2005:i:2:p:151-184
    DOI: 10.1007/s11203-004-0383-2
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    References listed on IDEAS

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    1. Roussas, George G., 1990. "Nonparametric regression estimation under mixing conditions," Stochastic Processes and their Applications, Elsevier, vol. 36(1), pages 107-116, October.
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    Cited by:

    1. Battey, Heather & Sancetta, Alessio, 2013. "Conditional estimation for dependent functional data," Journal of Multivariate Analysis, Elsevier, vol. 120(C), pages 1-17.
    2. Murphy-Barltrop, C.J.R. & Wadsworth, J.L., 2024. "Modelling non-stationarity in asymptotically independent extremes," Computational Statistics & Data Analysis, Elsevier, vol. 199(C).

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