Conditional minimum Volume predictive regions for stochastic processes

Polonik, Wolfgang, Yao, Qiwei . Journal of the American Statistical Association 2000. 95 (450) :509-519

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Bibtex

@article{CIS-164928,
  Author = {Polonik, Wolfgang and Yao, Qiwei},
  Title = {Conditional minimum Volume predictive regions for stochastic
processes},
  Journal = {Journal of the American Statistical Association},
  Volume = {95},
  Number = {450},
  Year = {2000},
  Pages = {509--519},
  Keywords = {Conditional distribution, Strong mixing, Nonlinear time series, Nadaraya-Watson estimator, Level set, Minimum volume predictor, Predictor}
}

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