A nonparametric method of multi-step ahead forecasting in diffusion processes
Year of publication: |
2010
|
---|---|
Authors: | Yamamura, Mariko ; Shoji, Isao |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 12, p. 2408-2415
|
Publisher: |
Elsevier |
Subject: | Multi-step ahead forecasting | Nonparametric estimation | Local linear model | Diffusion process |
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