Mean squared error properties of the kernel-based multi-stage median predictor for time series
| Authors |
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| Publication date | 2002 |
| Journal | Statistics & Probability Letters |
| Volume | Issue number | 56 |
| Pages (from-to) | 51-56 |
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| Abstract | 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. |
| Document type | Article |
| Published at |
https://doi.org/10.1016/S0167-7152(01)00169-9
(Final published version)
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