LIBROS DEL AUTOR: dimitris npolitis

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  • Model-Free Prediction and Regression
    Dimitris N. Politis / Dimitris NPolitis
    The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predicto...
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