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Model-Free Prediction and Regression

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Cover of 'Model-Free Prediction and Regression'

Table of Contents

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    Book Overview
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    Chapter 1 Prediction: Some Heuristic Notions
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    Chapter 2 The Model-Free Prediction Principle
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    Chapter 3 Model-Based Prediction in Regression
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    Chapter 4 Model-Free Prediction in Regression
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    Chapter 5 Model-Free vs. Model-Based Confidence Intervals
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    Chapter 6 Linear Time Series and Optimal Linear Prediction
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    Chapter 7 Model-Based Prediction in Autoregression
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    Chapter 8 Model-Free Inference for Markov Processes
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    Chapter 9 Predictive Inference for Locally Stationary Time Series
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    Chapter 10 Model-Free vs. Model-Based Volatility Prediction
Attention for Chapter 8: Model-Free Inference for Markov Processes
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Chapter title
Model-Free Inference for Markov Processes
Chapter number 8
Book title
Model-Free Prediction and Regression
Published by
Springer International Publishing, November 2015
DOI 10.1007/978-3-319-21347-7_8
Book ISBNs
978-3-31-921346-0, 978-3-31-921347-7
Authors

Dimitris N. Politis, Politis, Dimitris N.

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