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20022009

most citedConsistency of cross validation for comparing regression procedures

171 citations

Showing 2007 · math.PRShow all

3 papers · 2 filters

math.PR2007

Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences

S. Yakowitz, L. Gyorfi, J. Kieffer +1

Let ${(X_{i}, Y_{i})}$ be a stationary ergodic time series with $(X, Y)$ values in the product space $R^{d} ⨂ R .$ This study offers what is believed to be the first strongly c…

math.PR2007★ 7 cited

Large deviations for occupation times of Markov processes with $L_{2}$ semigroups

Naresh Jain, Nicolai Krylov

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_{2}$ semigroups under minimal conditions on the state s…

math.PR2007

A quenched CLT for super-Brownian motion with random immigration

Wenming Hong, Ofer Zeitouni

A quenched central limit theorem is derived for the super-Brownian motion with super-Brownian immigration, in dimension $d \geq 4$ . At the critical dimension $d = 4$ , the quenched and…

Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences

Large deviations for occupation times of Markov processes with L2​ semigroups

A quenched CLT for super-Brownian motion with random immigration

Large deviations for occupation times of Markov processes with $L_{2}$ semigroups