Motivated by the problem of setting prediction intervals in time seriesanalysis, this investigation is concerned with recovering a regression functionm(X_t) on the basis of noisy observations taking at random design pointsX_t.It is presumed that the corresponding observations are corrupted by...

Motivated by the problem of setting prediction intervals in time series analysis, this investigation is concerned with recovering a regression function <i>m(X_t)</i> on the basis of noisy observations taking at random design points <i>X_t</i>. It is presumed that the corresponding observations are corrupted...