✦ LIBER ✦
Mean squared error properties of the kernel-based multi-stage median predictor for time series
✍ Scribed by Jan G. De Gooijer; Ali Gannoun; Dawit Zerom
- Book ID
- 104301784
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 98 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
✦ Synopsis
We propose a kernel-based multi-stage conditional median predictor for -mixing time series of Markovian structure. Mean squared error properties of single-stage and multi-stage conditional medians are derived and discussed.