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Model-free prediction and regression : a transformation-based approach to inference /

Bibliographic Details
Main Author: Politis, Dimitris N. (Author)
Corporate Author: ebrary, Inc
Format: eBook
Language:English
Published: Cham ; New York : Springer, [2015]
Series:Frontiers in probability and the statistical sciences.
Subjects:
Mathematical statistics.
Regression analysis.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Prediction: some heuristic notions
  • The Model-free Prediction Principle
  • Model-based prediction in regression
  • Model-free prediction in regression
  • Model-free vs. model-based confidence intervals
  • Linear time series and optimal linear prediction
  • Model-based prediction in autoregression
  • Model-free inference for Markov processes
  • Predictive inference for locally stationary time series
  • Model-free vs. model-based volatility prediction.