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 ${\mathbb{R}}^d⨂\mathbb{R}.$ This study offers what is believed to be the first strongly c…