Mean squared error properties of the kernel-based multi-stage median predictor for time series

Authors
Publication date 2002
Journal Statistics & Probability Letters
Volume | Issue number 56
Pages (from-to) 51-56
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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
Published at http://www1.fee.uva.nl/pp/bin/refereedjournalpublication1457fulltext.pdf
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