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A Note on Ergodic Processes Prediction via Estimation of the Conditional Mode Function |
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| Authors: | Elias Ould-Saïd |
| Institution: | Universitédu Littoral, L.M.A. |
| Abstract: | We establish the uniform almost-sure convergence of a kernel estimate of the conditional density for an ergodic process. A useful application to the prediction of the ergodic process via the conditional mode function is also given. |
| Keywords: | conditional density conditional mode ergodic process kernel estimate non-parametric estimation prediction |