Bosq, D.; Delecroix, M. - In: Stochastic Processes and their Applications 19 (1985) 2, pp. 271-280
Let , be a Markovian, measurable, strictly stationary process taking values in a measurable space (E, ), and g a mapping from E into a separable Hilbert space H. A statistical nonparametric predictor of g([xi]T+h) is studied in the paper. That predictor, based on the observations of the process...