ADAPTIVE PREDICTION BY LEAST-SQUARES PREDICTORS IN STOCHASTIC REGRESSION-MODELS WITH APPLICATIONS TO TIME-SERIES

被引：93

作者：

WEI, CZ

机构：

来源：

ANNALS OF STATISTICS | 1987年 / 15卷 / 04期

关键词：

D O I：

10.1214/aos/1176350617

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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页码：1667 / 1682

页数：16

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