Hardle, Lutkepohl, Chen
"A Revie of Nonparametric Time Series Analysis"
International Statistical Review (1997)
65, 1, 49-72.
See also our paper
Bontempi G., Birattari M., Bersini H. (1999). Local learning for iterated
time-series prediction in International Conference on Machine Learning
1999 Bled, Slovenia.
available at http://iridia.ulb.ac.be/~gbonte/Papers.html
Regards
Gianluca Bontempi
http://iridia.ulb.ac.be/~gbonte
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