<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "Conditional Minimum Volume Predictive Regions For Stochastic Processes"^^ . "Motivated by interval/region prediction in nonlinear timeseries, we propose a minimum volume predictor (MV-predictor) for astrictly stationary process. The MV-predictor varies with respect tothe current position inthe state space and has the minimum Lebesgue measure amongall regions with the nominal coverage probability.We have established consistency, convergence rates, andasymptotic normality for both coverage probability and Lebesguemeasure of the estimated MV-predictor under the assumption thatthe observations are taken from a strong mixing process.Applications with both real and simulated data sets illustrate theproposed methods."^^ . "1998" . . . . . . . . . "Wolfgang"^^ . "Polonik"^^ . "Wolfgang Polonik"^^ . . "Qiwei"^^ . "Yao"^^ . "Qiwei Yao"^^ . . . . . "HTML Summary of #21423 \n\nConditional Minimum Volume Predictive Regions For Stochastic Processes\n\n" . "text/html" . . . "310 Statistik"@de . "310 General statistics"@en . . . "510 Mathematik"@de . "510 Mathematics"@en . .