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Dynamic adaptive partitioning for nonlinear time series |
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| Authors: | Buhlmann P |
| Affiliation: | Seminar für Statistik, ETH Zürich, CH-8092 Zürich, Switzerland E-mal: buhlmann@stat.math.ethz.ch |
| Abstract: | |
| Keywords: | Conditional heteroscedasticity Context algorithm Markov chain Multivariate time series Phi-mixing Prediction Quantisation Stationary process Tree model. |
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